Plasmons and polar phonons are elementary electrodynamic excitations of matter. In 2d and at long wavelengths, they couple to light and act as the system polaritons. They also dictate the scattering of charged carriers. Van der Waals heterostructures offer the opportunity to couple excitations from different layers via long-range Coulomb interactions, modifying both their dispersion and their scattering of electrons. Even when the excitations do not couple, they are still influenced by the screening from all layers, leading to complex dynamical interactions between electrons, plasmons and polar phonons. We develop an efficient ab initio model to solve the dynamical electric response of Van der Waals heterostructures, accompanied by a formalism to extract relevant spectroscopic and transport quantities. Notably, we obtain scattering rates for electrons of the heterostructure coupling remotely with electrodynamic excitations. We apply those developments to BN-capped graphene, in which polar phonons from BN couple to plasmons in graphene. We study the nature of the coupled excitations, their dispersion and their coupling to graphene's electrons. Regimes driven by either phonons or plasmons are identified, as well as a truly hybrid regime corresponding to the plasmon-phonon-polariton at long wavelengths. Those are studied as a function of the graphene's Fermi level and the number of BN layers. In contrast with standard descriptions in terms of surface-optical phonons, we find that the electron-phonon interaction stems from several different modes. Moreover, the dynamical screening of the coupling between BN's LO phonons and graphene's electrons crosses over from inefficient to metal-like depending on the relative value of the phonons' frequency and the energetic onset of interband transitions. While the coupling is significant in general, the associated scattering of graphene's carriers is found to be negligible in the context of electronic transport.