Vanadium dioxide (VO2) is a model system that has been used to understand closely occurring multiband electronic (Mott) and structural (Peierls) transitions for over half a century due to continued scientific and technological interests. Among the many techniques used to study VO2, the most frequently used involve electromagnetic radiation as a probe. Understanding of the distinct physical information provided by different probing radiations is incomplete, mostly owing to the complicated nature of the phase transitions. Here, we use transmission of spatially averaged infrared (λ = 1.5 μm) and visible (λ = 500 nm) radiations followed by spectroscopy and nanoscale imaging using x-rays (λ = 2.25-2.38 nm) to probe the same VO2 sample while controlling the ambient temperature across its hysteretic phase transitions and monitoring its electrical resistance. We directly observed nanoscale puddles of distinct electronic and structural compositions during the transition. The two main results are that, during both heating and cooling, the transition of infrared and visible transmission occurs at significantly lower temperatures than the Mott transition, and the electronic (Mott) transition occurs before the structural (Peierls) transition in temperature. We use our data to provide insights into possible microphysical origins of the different transition characteristics. We highlight that it is important to understand these effects because small changes in the nature of the probe can yield quantitatively, and even qualitatively, different results when applied to a non-trivial multiband phase transition. Our results guide more judicious use of probe type and interpretation of the resulting data.