How come the curves for all of these are out of sync? How is it possible for the cylinder head temperature to go down while the exhaust gas temperature simultaneously rises with a decrease in air-fuel ratio (less fuel), and why is horsepower completely out of sync of either of them?

Peak horsepower is achieved at slightly lower than peak cylinder head temperature, but as you increase the air-fuel ratio (more fuel), horsepower begins to decrease along with cylinder head temperature and exhaust gas temperature. When you decrease the air-fuel ratio (less fuel) after peak horsepower, cylinder head temperature will continue to increase for a while, and exhaust gas temperature will increase for a while after cylinder head temperature begins to decrease, before all three begin to decrease simultaneously.