Exploring the intricate interplay between disorder and correlations in compositionally complex alloys, our study employs resonant and valence band photoemission, optical conductivity, and electrical resistivity, complemented by density functional theory-based linear response calculations. By applying dynamical mean-field theory, we identify correlation signatures and damping in spectra, emphasizing the significance of many-body effects, especially in states far from the Fermi edge. Electronic transport remains dominated by chemical and magnetic disorder. Our results advance understanding of element specific electronic correlations in CrMnFeCoNi, elucidating the complex physical nature of compositionally complex alloys.