This work explores the advantages and disadvantages of a methodology using high-energy X-ray diffraction to determine residual stresses in multilayer structures produced by atmospheric plasma spraying. These structures comprise a titanium alloy substrate (Ti64), a bonding layer (Ni-Al), and an abrasive coating (Al2O3). This study focuses on analyzing the residual stress gradients within these layers. The presented method is used to determine stresses across the entire thickness of multilayer structures. Experiments were carried out using a high-energy rectangular beam, operating in transmission mode, on the cross-section of the sample. The results indicate variable stresses throughout the depth of the sample, particularly near the layer interfaces. The semi-automatic methodology presented here enables us to follow stress evolution within the different layers, providing indications of the load transfer between them and at their interfaces. The sin2ψ method was used to analyze the diffraction data and to determine the stresses in each phase along the sample depth. However, interpreting results near the interfaces is complex due to the geometric and chemical effects. We present a discussion of the main advantages and disadvantages of the methodology for this kind of industrial sample.