Suspension Plasma Spraying (SPS) has aroused much research efforts over the two last decades to describe and understand the in-flight mechanisms of suspension plasma processing by developing advanced diagnostics and models. This research field has highlighted the intricate and prevailing dependence of the coating properties, and especially the rich variety of attainable microstructures, on the thermal and dynamic histories of the submicron particles in the plasma jet. This paper gives an overview of the major key points to control from the plasma torch operation up to the coating build-up. The main diagnostics methods are examined and the most advanced models as well. The perspectives focus on the key issues to improve the basic understanding of the in-flight phenomena. They also insist on a necessary multiscale approach to combine the diagnostics and the models in order to form relevant data flows for machine learning algorithms and better process prediction and reliability.