Although the structural phase transitions in single-crystal hybrid methyl-ammonium (MA) lead halide perovskites (MAPbX3, X = Cl, Br, I) are common phenomena, they have never been observed in the corresponding nanocrystals. Here we demonstrate that two-photon-excited photoluminescence (PL) spectroscopy is capable of monitoring the structural phase transitions in MAPbX3 nanocrystals because nonlinear susceptibilities govern the light absorption rates. We provide experimental evidence that the orthorhombic-to-tetragonal structural phase transition in a single layer of 20-nm-sized 3D MAPbBr3 nanocrystals is spread out within the 70 - 140 K range. This structural phase instability range arises because, unlike in single-crystal MAPbX3, free rotations of MA ions in the corresponding nanocrystals are no longer restricted by a long-range MA dipole order. The resulting configurational entropy loss can be even enhanced by the interfacial electric field arising due to charge separation at the MAPbBr3/ZnO heterointerface, extending the orthorhombic-to-tetragonal structural phase instability range from 70 to 230 K. We conclude that the weak sensitivity of conventional one-photon-excited PL spectroscopy to the structural phase transitions in 3D MAPbX3 nanocrystals results from the structural phase instability providing negligible distortions of PbX6 octahedra. In contrast, the intensity of two-photon-excited PL and electric-field-induced one-photon-excited PL still remains sensitive enough to weak structural distortions due to the higher rank tensor nature of nonlinear susceptibilities involved. We also show that room-temperature PL originates from the radiative recombination of the optical-phonon vibrationally excited polaronic quasiparticles with energies might exceed the ground-state Frohlich polaron and Rashba energies due to optical-phonon bottleneck.