Synchronization of coupled oscillators has been scrutinized for over three centuries, from Huygens' pendulum clocks to physiological rhythms. One such synchronization phenomenon, dynamic mode locking, occurs when naturally oscillating processes are driven by an externally imposed modulation. Typically only averaged or integrated properties are accessible, leaving underlying mechanisms unseen. Here, we visualize the microscopic dynamics underlying mode locking in a colloidal model system, by using particle trajectories to produce phase portraits. Furthermore, we use this approach to examine the enhancement of mode locking in a flexible chain of magnetically coupled particles, which we ascribe to breathing modes caused by mode-locked density waves. Finally, we demonstrate that an emergent density wave in a static colloidal chain mode locks as a quasi-particle, with microscopic dynamics analogous to those seen for a single particle. Our results indicate that understanding the intricate link between emergent behaviour and microscopic dynamics is key to controlling synchronization.