The concepts on your question are largely biased. Physics describes, does not explain. See below.
Since it's the job of physics to explain everything in the universe (even indirectly)
False. The goal of physics is to find quantitative laws that describe nature. Explanations are the task of philosophy. Newton never tried to explain gravity, he explicitely said "...to us it is enough that gravity does really exist and behaves according to these laws". If any, his explanation of gravity would be God.
With other phenomena, yes. Physics DOES answer them. We see a straightforward link between the fundamental laws of physics and the phenomena in question.
False. Quantum mechanics describe quantum systems, it does not explain them. Explanations (QM interpretations) are part of philosophy (specifically, metaphysics, because QM interpretations try to explain reality based on QM).
Economics -> human psychology -> evolutionary biology -> biology -> chemistry -> physics Climate science -> thermodynamics/weather/geology etc -> physics Fluid mechanics -> collected movements of particles -> physics
False. That's naive. You've proposed ONE LINEAR dependency of economics from the movement of particles. But there are literally INFINITE dependencies, and they are mostly NON-LINEAR. You can't describe economics based on the physical movement of particles. Just try. In order to do so, you will be forced to make trillions of philosophical assumptions. If things were so simple, economic issues would be solved just by moving nine dials. But you know that in order to solve a single economic issue, there are hundreds of elements to consider. The amount grows exponentially if you address the problem from your second link, human psychological interactions; etc.
So with all other phenomena, we see the links between them and physics. The links may be too numerous to compute, but there's nothing mysterious about these links.
False. If things were so simple, we would all be rich.
We can easily observe and measure these links, no problemo.
False. You can't observe psychological dynamics. You can't describe biological behaviors, etc.; science is very, very far from that.
With consciousness however, there appear to be no links to explain how subjective experience can possibly arise from the interaction of particles. It seems to be the only phenomena in nature for which we have zero inkling of how it arises. I feel that this is a challenge that physics should not ignore.
False: Consciousness is just another behavior qualified as "emergent", like biology is an "emergent" behavior. We just don't have no explanations for most natural phenomena. Science is just a superficial, partial and incomplete description of a small amount of phenomena.
But there are some physicists who feel it's not in the domain of physics to explain how consciousness arises.
They are right. Specifically, such is a metaphysical and epistemological issue (philosophy is said to have four main branches: epistemology, the study of knowledge, metaphysics, the study of reality, logics, the study of reason and ethics, the study of moral principles).
What do you think? Is consciousness in the domain of physics, or is it outside?
If you want to describe consciousness, get your pen, and write the formulae. Otherwise, explaining it is a philosophical task.
Edit: Some say that the physics only deals with experiments reproducible by others. This would imply that a single person by themselves could never, ever be scientific, which I think is inaccurate. It converts physics into a social science field.
See Karl Popper, or just https://en.wikipedia.org/wiki/Reproducibility