The Josephson diode effect (JDE) reflects symmetry breaking in the current-phase relation (CPR) of Josephson junctions, yet establishing its microscopic origin is often challenging. We investigate the mechanism of the JDE in van der Waals Josephson junctions based on FeTe0.55Se0.45, a platform where superconductivity, topology, and magnetism may coexist at the interface. Our devices exhibit a robust zero-field diode response with asymmetric switching currents. Magnetic-field measurements reveal a hysteretic Fraunhofer pattern and magnetic-resonance-induced voltage feature, evidencing interfacial magnetism coupled to the Josephson current. Microwave response further shows half-integer Shapiro steps with asymmetric evolution, demonstrating contributions from both a second harmonic and a magnetization-induced phase shift in CPR. Numerical simulations combining magnetization dynamics and Josephson phase dynamics reproduce these features, confirming that the JDE originates from interfacial coupling between magnetization and Josephson current. This work provides a transport-based route to pinpoint the microscopic mechanism of the JDE, establishing a platform for exploring magnetically active interfacial superconductivity, and enables the design of nonreciprocal superconducting devices in clean, interface-engineered van der Waals systems.