Ferroelectric patterning is often used in advanced photonics and optoelectronic devices to increase their operational bandwidth and functionality, providing novel and unique performances. However, the extension of the ferroelectric structures to two‐dimensional geometries is currently limited to very few oxides and phosphates systems, which constrains its current and future applications. Here, careful processing based on e‐beam lithography and poling is employed to fabricate the first example of a two‐dimensional nonlinear photonic crystal in Barium Magnesium Fluoride, BaMgF4, a ferroelectric fluoride crystal with an extraordinary transparency ranging from the deep ultraviolet (≈126 nm) to the mid infrared (≈13 μm). The optical characterization shows the possibility of obtaining simultaneously up to three different Cerenkov‐type second harmonic generation processes distributed in a conical geometry via χ(2)‐quasi‐phase‐matching technique. Additionally, the remarkably high χ(3) nonlinear response of BaMgF4 crystal in the UV spectral region is exploited to demonstrate what is believed to be the highest direct UV‐third harmonic generation conversion efficiency in a solid state system via pure χ(3) nonlinear process. Together, the results highlight the outstanding opportunities offered by nonlinear photonic structures as innovative avenues to manipulate the light generation and control with reliable multifunctional optical character.