In this work, we study the driven-dissipative dynamics of a coherently-driven spin ensemble with a squeezed, superradiant decay. This decay consists of a sum of both raising and lowering collective spin operators with a tunable weight. The model presents different critical non-equilibrium phases with a gapless Liouvillian that are associated to particular symmetries and that give rise to distinct kinds of non-ergodic dynamics. In Ref. [1] we focus on the case of a strong-symmetry and use this model to introduce and discuss the effect of dissipative freezing, where, regardless of the system size, stochastic quantum trajectories initialized in a superposition of different symmetry sectors always select a single one of them and remain there for the rest of the evolution. Here, we deepen this analysis and study in more detail the other type of non-ergodic physics present in the model, namely, the emergence of non-stationary dynamics in the thermodynamic limit. We complete our description of squeezed superradiance by analysing its metrological properties in terms of spin squeezing and by analysing the features that each of these critical phases imprint on the light emitted by the system.