In July 2018, a large (ca. 6.55 km3), deep (ca. 2.5 to 3.3 km b.s.l) submarine eruption started ca. 50 km east of Mayotte Island. Samples of fresh basanitic lava rims were collected by dredging, at various times and locations from the newly formed Fani Maoré Edifice (FME). The logistical response to this extraordinary event also enabled the dredging of shallow (ca. 1.2 to 1.6 km below sea level, b.s.l.), fresh phonolitic lava and bomb rims in the so-called Horse-Shoe Area (HSA), ca. 15 km east of Mayotte. Better-known subaerial counterparts of Holocene age, have also been sampled in the La Vigie Maar (LVM) phonolitic deposits (Petite-Terre, Mayotte Island), for comparison with submarine samples. These samples belong to a single volcanic chain that extends from LVM to FME passing through HSA. A novel combination of Simultaneous Thermal Analysis (STA), which involves Differential Scanning Calorimetry (DSC), Thermal Gravimetry Analysis (TGA), and Evolved Gas Analysis conducted by Mass Spectrometry (EGA-MS), enable a reconstruction of the volatile distributions and compositions (H2O, CO2, and SO2) of these samples. Calorimetric and degassing profiles of controlled heating runs reveal different volatile reservoirs distributed as a function of sample textures and compositions, which have been further investigated by Scanning Electron Microscopy (SEM), Electron Probe Micro-Analysis (EPMA), and Raman spectroscopy. A linear correlation observed between the TGA and H2O-EGA-MS signal intensities also enables the quantification of adsorbed-external vs. dissolved-magmatic H2O contents of the studied samples. The novel application of this approach to volcanic products is thus confirmed as a reliable method to determine volatile characteristics in a wide range of samples, yielding a quantitative description of volatile behavior within the associated magmatic systems and eruptions.