Gamma-ray bursts are short-lived, luminous explosions at cosmological distances, thought to originate from relativistic jets launched at the deaths of massive stars. They are among the prime candidates to produce the observed cosmic rays at the highest energies. Recent neutrino data have, however, started to constrain this possibility in the simplest models with only one emission zone. In the classical theory of gamma-ray bursts, it is expected that particles are accelerated at mildly relativistic shocks generated by the collisions of material ejected from a central engine. We consider neutrino and cosmic-ray emission from multiple emission regions since these internal collisions must occur at very different radii, from below the photosphere all the way out to the circumburst medium, as a consequence of the efficient dissipation of kinetic energy. We demonstrate that the different messengers originate from different collision radii, which means that multi-messenger observations open windows for revealing the evolving GRB outflows.