Air pollution remains a critical environmental and public health challenge, demanding high-resolution spatial data to better understand its spatial distribution and impacts. This study addresses the challenges of conducting multivariate spatial analysis of air pollutants observed at aggregated levels, particularly when the goal is to model the underlying continuous processes and perform spatial predictions at varying resolutions. To address these issues, we propose a continuous multivariate spatial model based on Gaussian processes (GPs), naturally accommodating the support of aggregated sampling units. Computationally efficient inference is achieved using R-INLA, leveraging the connection between GPs and Gaussian Markov random fields (GMRFs). A custom projection matrix maps the GMRFs defined on the triangulation of the study region and the aggregated GPs at sampling units, ensuring accurate handling of changes in spatial support. This approach integrates shared information among pollutants and incorporates covariates, enhancing interpretability and explanatory power. This approach is used to downscale PM2.5, PM10 and ozone levels in Portugal and Italy, improving spatial resolution from 0.1{\deg} (~10 km) to 0.02{\deg} (~2 km), and revealing dependencies among pollutants. Our framework provides a robust foundation for analyzing complex pollutant interactions, offering valuable insights for decision-makers seeking to address air pollution and its impacts.
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