Rolivsan thermosetting resins (ROLs) (low-viscosity solvent-free compositions including (di)vinylaromatic ethers and thermosensitive (di)methacrylates) were modified by low amounts of polyfunctional compounds (epoxy resins (ERs) and aromatic diamines (DAs)). Thermochemical transformations in modified ROLs give novel glassy densely cross-linked copolymers with increased high-temperature strength and thermo-oxidative stability. It was revealed that copolymers obtained at different ROLs/ERs and ROLs/DA mixing ratios (which were varied over a wide range) and different heat treatment regimes have various compositions, cross-link densities, chemical, topological, and morphological structures. Structural features of these copolymers were studied by Infrared spectroscopy, dynamic mechanical, thermal, and elemental analyses; the temperature dependences of flexural strength were also obtained. Morphological pattern of the cured ROLs is typical of microheterogeneous polymers where spherical highly cross-linked microdomains (polymer grains) with high Tg are weakly bound by less densely cross-linked defective (intergrain) polymer layers with lower Tg. On the basis of the data obtained in the studies of thermochemical transformations in ROLs/ERs and ROLs/DA blends, the new approach to improving thermal stability and heat resistance of thermosetting resins was developed. We suggest using intergrain layers in microheterogeneous cross-linked polymers as “microreactors” which include target polyfunctional compounds for various high-temperature polymerization and polycondensation reactions.