Multiferroic heterostructures have gained a renewed role in spintronic applications due to their ability to control magnetic properties via interfacial coupling by exploiting the ferroelectric response to external stimuli. Recently, the focus of research moved to optimizing the ferroelectric properties of the heterostructure. In particular, [Pb(Mg 1/3 Nb 2/3 )-O 3 ]x [PbTiO 3 ] (PMNx PT) single crystals, which present relaxor ferroelectric and photovoltaic properties, leave several open questions, for instance the role of the crystalline quality and thermal history of the ferroelectric domains. In this framework, here we show how, by thermal annealing over the ferroelectric Curie temperature and then cooling the PMN-0.4 PT/Fe heterostructures in an inert atmosphere, the domain population is significantly modified, evolving from a highly disordered, mostly out-of-plane domain population to improved crystallinity and prevalent in-plane oriented domains. We observe that upon further annealing, the domain population switches back to prevalently out-of-plane, suggesting that intermediate annealing steps can freeze the PMN-0.4 PT domain population in a metastable configuration. The magnetic properties of interfacial Fe thin films are affected by the ferroelectric configurations as a consequence of changing interfacial strain, evolving from an isotropic behavior to an anisotropic one and back. These results are addressed by further investigations on both the micro-and macroscopic scales, focusing on domain population and thermal stability in ferroelectrics, on how structural optimization affects the global and local ferroelectric polarization, and finally on their interfacial coupling with magnetic layers.