The origin(s) of Fast Radio Bursts (FRBs), mysterious radio bursts coming from extragalactic distances, remains unknown. Multi-wavelength observations are arguably the only way to answer this question unambiguously. We attempt to detect hard X-ray/soft gamma-ray counterparts to one of the most active FRB sources, FRB20121102, as well as improve understanding of burst properties in radio through a long-term monitoring campaign using the Nançay Radio Telescope (NRT). Multi-wavelength campaigns involving the International Gamma-ray Astrophysics Laboratory (INTEGRAL) satellite, the Nançay Radio Observatory, the optical telescopes at the Observatoire de Haute Provence as well as Arecibo were conducted between 2017 and 2019. In 2017, the telescopes were scheduled to observe simultaneously between Sept 24-29. We specifically used the Fast Response Enhanced CCDs for the optical observations to ensure a high time resolution. In 2019, we changed the strategy to instead conduct ToO observations on INTEGRAL and other available facilities upon positive detection triggers from the NRT. In the 2017 campaign, FRB20121102 was not in its burst activity window. We obtain a 5-sigma optical flux limit of 12 mJy ms using the GASP and a 3-sigma limit from OHP T120cm R-band image of R=22.2 mag of any potential persistent emission not associated to radio bursts. In the 2019 campaign, we have simultaneous INTEGRAL data with 11 radio bursts from the NRT and Arecibo. We obtain a 5-sigma upper limit of 2.7e-7 erg/cm2 in the 25-400 keV energy range for contemporary radio and high energy bursts, and a 5-sigma upper limit of 3.8e-11 erg/cm2 for permanent emission in the 25-100 keV energy range. In addition, we report on the regular observations from NRT between 2016-2020, which accounts for 119 additional radio bursts from FRB20121102. We present an updated fit of the periodic active window of 154+/-2 days.