A multistep computational approach has been employed to study a multimillion all-atom dyed plasma membrane, with no less than 42 different lipid species spanning the major head groups and a variety of fatty acids, as well as cholesterol, with the objective of investigating its structure and dynamics, as well as its impact on the embedded di-8-ANEPPS dyes. The latter are commonly used as bioimaging probes and serve as local microscopes. So, they provide information on membrane morphology via their second harmonic nonlinear optical (NLO) responses, which have the advantage of being specific to interface regions and sensitive to the chromophore environment. In previous studies, this chromophore has only been studied in simpler membrane models, far from the complexity of real lipid bilayers, while, owing to the ever-increasing computational resources, multimillion lipid bilayers have been studied, giving access to the effects of its heterogeneity. First, using molecular dynamics (MD) simulations, it is found that the combination of lipids produces a more ordered and denser membrane compared to its homogeneous model counterparts, while the local environment of the embedded dyes becomes enriched in phosphatidylcholine. Subsequently, the second harmonic first hyperpolarizability of the probes was calculated at the TDDFT level on selected frames of MD, highlighting the influence of the lipid environment. Due to the complexity of the system, machine learning (ML) tools have been employed to establish relationships between the membrane structural parameters, the orientation of the probes, and their NLO responses. These ML approaches have revealed influential features, including the presence of diacylglycerol lipids close to the dye. On the whole, this work provides a first step toward understanding the cooperation, synergy, and interactions that occur in such complex guest−host environments, which have emerged as new targets for drug design and membrane lipid therapy.