A multi-scale numerical investigation of local heterogeneities in the strain and stress fields occurring during forming of explosively welded layered metallic sheets is the main goal of the research. Explosive welding is a complex process involving various phenomena occurring in materials during an impact at high velocities and pressures, especially at the interfaces of colliding metals. As a result, the interface of the layered metallic sheets is often highly heterogeneous at the microscale level, what directly affects the sheet behaviour under subsequent forming conditions. To investigate this issue, the mesh-free numerical model of the explosive welding process is used first to recreate the characteristic features of the interface morphology. Various detonation velocities are used to provide diversified morphological features at the interface. Obtained results are then used as input data to develop the concurrent multi-scale finite element model of material behaviour under deformation conditions. The multi-scale modelling concept with explicit representation of the interface region is used. The highly refined heterogeneous FE mesh was generated in the interface region to capture local heterogeneities occurring at the microscale. Particular attention is put on numerical investigation of an influence of interface morphology in the welding zone on the development of the stress localisation that may directly lead to fracture initiation during forming.