Feynman's statement, “There is plenty of room at the bottom”, underscores vast potential at the atomic scale, envisioning microscopic machines. Today, this vision extends into 3D space, where thousands of atoms and molecules are volumetrically patterned to create light-driven technologies. To fully harness their potential, 3D designs must incorporate high-refractive-index elements with exceptional mechanical and chemical resilience. The frontier, however, lies in creating spatially patterned micro-optical architectures in glass and ceramic materials of dissimilar compositions. This multi-material capability enables novel ways of shaping light, leveraging the interaction between diverse interfaced chemical compositions to push optical boundaries. Specifically, it encompasses both multi-material integration within the same architectures and the use of different materials for distinct architectural features in an optical system. Integrating fluid handling systems with two-photon lithography (TPL) provides a promising approach for rapidly prototyping such complex components. This review examines single and multi-material TPL processes, discussing photoresin customization, essential physico-chemical conditions, and the need for cross-scale characterization to assess optical quality. It reflects on challenges in characterizing multi-scale architectures and outlines advancements in TPL for both single and spatially patterned multi-material structures. The roadmap provides a bridge between research and industry, emphasizing collaboration and contributions to advancing micro-optics.