Counterintuitively, at the discrete microscopic level, the cold liquid around freezing is not completely disorder. The strong particle mutual interaction under the dense packing introduces ordering in micro-structure and motion, and facilitates the formation of crystalline ordered domains (CODs) with different orientation and defect clusters. The stochastic thermal kicks can excite multi-scale acoustic waves (phonons), or induce stick-slip avalanche like cooperative hopping and in turn micro-structural rearrangements. Unravelling the generic dynamics behaviors of multiscale cooperative micro-excitations and structural rearrangements down to the kinetic level are important fundamental issues. The dusty plasma liquid can be formed by negatively charged micro-meter sized dust particles suspending in a low-pressure rf discharge background. Its proper spatial (sub-mm interparticle distance) and temporal (from sub- to tens of seconds) scales make it a good experimental platform for addressing the above issues through direct optical visualization. In this paper, we briefly review our studies in the past ten years on the above issues. The microstructural order, cooperative hopping, structural rearrangement through COD cracking/rotation/healing, and their relation with defect excitation and propagation, transient relaxation after quenching, multi-scale thermal phonon turbulence, etc., under the effects of different thermal agitations, external stresses, and boundary confinements are addressed.