The upgrade of 4th-generation synchrotrons has significantly enhanced X-ray coherence and flux, enabling techniques like X-ray Photon Correlation Spectroscopy (XPCS) to achieve unprecedented sensitivity. These advancements facilitate the investigation of structural dynamics across previously inaccessible time and length scales, providing new opportunities to explore complex dynamical systems. However, fully leveraging these upgrades remains challenging due to limitations in the theoretical framework for data analysis, as existing methods often distort or average out crucial dynamical information. To address this, we developed the transport coefficient approach, which integrates internal and external forces within a Markov chain framework and introduced a universal transport coefficient to characterize microscopic dynamics. This approach is further extended to describe complex dynamics exhibiting non-Gaussian characteristics. We validate our framework using experimental and simulated systems that display non-equilibrium and non-Gaussian behavior, including relaxation, yielding, and cage confinement in colloidal suspensions. The results, including the derived transport coefficient and other relevant physical parameters, align with previous observations while offering a more detailed characterization of the underlying dynamics. By combining this refined approach with high-coherence X-rays, we enable direct experimental studies of transient rheological phenomena. Specifically, we focus on yielding—the transition from a solid to a liquid-like state under deformation. This fundamental process plays a central role in numerous natural and industrial applications and has been extensively explored through theoretical and simulation studies. However, experimental validation has been limited due to instrumentation challenges and system complexity, leaving critical knowledge gaps. Using Rheo-SAXS-XPCS combined fast lubrication dynamics (FLD) simulations, we investigate yielding transitions in colloidal suspensions, revealing time-resolved insights into particle dynamics and structural evolution. Our study finds that repulsive suspensions yield uniformly, exhibiting Andrade-like deformation with minimal structural changes. In contrast, attractive suspensions display complex rheological behaviors, including shear banding, dynamic heterogeneity, and delayed yielding, driven by transient dynamics at shear band interfaces. These results highlight the critical role of interaction potentials in governing the yielding process, showing how attractive forces promote shear band formation and interface instability, which significantly influence macroscopic rheological response during the yielding process. Throughout these studies, the developed approach also reveals its limitations in capturing more complex dynamics, such as memory effects, cooperative dynamics, and structure–dynamics coupling. As an outlook, future efforts should focus on explicitly incorporating these effects into the model framework. In this regard, artificial intelligence and machine learning hold significant potential for uncovering hidden patterns and enhancing the predictive capabilities of the analysis. By advancing both experimental and analytical methodologies in XPCS, this study enhances the scientific potential of next-generation synchrotrons, addressing the growing demand for high-resolution dynamical studies in soft matter and disordered materials.