Whichever the application field, every material forming process generates residual stresses on the surface. While they are likely to enhance the aimed properties of the final mechanical part, these stresses may also drastically reduce them and result in early failures. Therefore, understanding the residual stress state remains a major challenge when coating complex parts, especially as most characterization methods at the microscopic scale involve specific sample preparation procedures which may affect the residual stresses field. This work investigates the residual stress state that exists in chromium oxide coatings deposited via Atmospheric Plasma Spray (APS), using two pioneering techniques featuring high spatial resolution: Scanning Microwave Microscopy and Raman Micro-Spectroscopy. The first technique combines the measurement of microwave electromagnetic capacities of a Vector Network Analyzer with the subnanometric resolution of an Atomic Force Microscope: it thus enables performing depth investigations at very accurately defined positions of the probe on the surface. The second technique relies on the principle of photons inelastic scattering and involves a laser beam aiming at the material sample: it allows a fine characterization of the microstructure as well as defects and stresses detection via molecular vibratory signatures. The investigation scale is limited here to a few cubic micrometers. Due to the highly localized scales of our investigations, which also depend on the device, the objective of our procedure required that the comparison should be made not on individual points but on definite mapped areas, every spot being analyzed and post-treated one after another, with optimum measuring parameters. Results have been correlated with XRD measurements to cross-check the average amount of stress observed over a wider area.