This paper is devoted to the construction of generalized multi-scale Young measures, which are the extension of Pedregals multi-scale Young measures [Trans. Amer. Math. Soc. 358 (2006), pp. 591-602] to the setting of generalized Young measures introduced by DiPerna and Majda [Comm. Math. Phys. 108 (1987), pp. 667-689]. As a tool for variational problems, these are well-suited objects for the study (at different length-scales) of oscillation and concentration effects of convergent sequences of measures. Important properties of multi-scale Young measures such as compactness, representation of non-linear compositions, localization principles, and differential constraints are extensively developed in the second part of this paper. As an application, we use this framework to address the $Gamma$-limit characterization of the homogenized limit of convex integrals defined on spaces of measures satisfying a general linear PDE constraint.
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