Population isolation and concomitant genetic divergence, resulting in strong phylogeographic structure, is a core aspect of speciation initiation. If and how speciation then proceeds and ultimately completes depends on multiple factors that mediate reproductive isolation, including divergence in genomes, ecology, and mating traits. Here we explored these multiple dimensions in two young (Plio-Pleistocene) species complexes of gekkonid lizards (Heteronotia) from the Kimberley–Victoria River regions of tropical Australia. Using mtDNA screening and exon capture phylogenomics, we show that the rock-restricted H. planiceps exhibits exceptional fine-scale phylogeographic structure compared to the co-distributed habitat generalist H. binoei. This indicates pervasive population isolation and persistence in the rock-specialist, and thus a high rate of speciation initiation across this geographically complex region, with levels of genomic divergence spanning the "grey zone" of speciation. Proximal lineages of H. planiceps were often separated by different rock substrates suggesting a potential role for ecological isolation; however, phylogenetic incongruence and historical introgression were inferred between one such pair. Eco-morphological divergence among lineages within both H. planiceps and H. binoei was limited, except that limestone-restricted lineages of H. planiceps tended to be larger than rock-generalists. By contrast, among-lineage divergence in the chemical composition of epidermal pore secretions (putative mating trait) exceeded eco-morphology in both complexes, but with less trait overlap among lineages in H. planiceps. This system — particularly the rock-specialist H. planiceps — highlights the role of multidimensional divergence during incipient speciation, with divergence in genomes, eco-morphology, and chemical signals all at play at very fine spatial scales.