We investigate the metal-to-insulator phase transition driven by electronic interactions in the quarter-filled Hubbard-Kanamori model on a cubic lattice with two orbitals split by a crystal field. We show that a systematic consideration of the non-local collective electronic fluctuations strongly affects the state-of-the-art picture of the phase transition provided by the dynamical mean field theory. Our calculations reveal a region of phase coexistence between the metallic and the Mott insulating states, which is missing in the local approximation to electronic correlations. This coexistence region is remarkably broad in terms of the interaction strength. It starts at a critical value of the interaction slightly larger than the bandwidth and extends to more than twice the bandwidth, where the two solutions merge into a Mott insulating phase. Our results illustrate that non-local correlations can have crucial consequences on the electronic properties in the strongly correlated regime, even in the simplest multi-orbital systems.c † jlσ t l j j + ∆ l δ j j c j lσ + U 2 j,ll n jl n jl contains three contributions. The hopping t l j j between lattice