Precise design and fabrication of heterogeneous nanostructures will enable nanoscale devices to integrate multiple desirable functionalities. But due to the diffraction limit (~200 nm), the optical uniformity and diversity within the heterogeneous functional nanostructures are hardly controlled and characterized. Here, we report a set of heterogeneous nanorods; each optically active section has its unique nonlinear response to donut-shaped illumination, so that one can discern each section with super-resolution. To achieve this, we first realize an approach of highly controlled epitaxial growth and produce a range of heterogeneous structures. Each section along the nanorod structure displays tunable upconversion emissions, in four optical dimensions, including color, lifetime, excitation wavelength, and power dependency. Moreover, we demonstrate a 210 nm single nanorod as an extremely small polychromatic light source for the on-demand generation of RGB photonic emissions. This work benchmarks our ability toward the full control of sub-diffraction-limit optical diversities of single heterogeneous nanoparticles.