With the increasing penetration of new energy sources in the power grid at the delivery end of ultra-high voltage direct current transmission system (UHVDC), the system inertia level is significantly reduced, and the frequency stability problem is increasingly more prominent. This paper integrates the frequency response characteristics of the UHVDC system and traditional synchronous power sources. It proposes a multi-timescale coordinated control strategy to actively support the frequency of the sending-end system to achieve reasonable utilization of frequency modulation resources while improving the frequency stability of the system. After combining the maximum frequency modulation reserve capacity of the sending-end system and the unbalanced power after disturbance, the system frequency demand under different scenarios is analyzed, and a multi-timescale frequency modulation control strategy for the UHVDC system is proposed so that it has the capability of both inertial support and primary frequency modulation. On this basis, the dynamic response characteristics of the coordination control strategy under different scenarios are analyzed, further highlighting its superiority over existing control strategies. Finally, a simulation model of the new energy base via the UHVDC transmission system is built based on the RTLAB real-time digital simulation platform to verify the effectiveness of the proposed frequency-supported coordination control strategy.