We predict inelastic light scattering spectra from electron collective excitations in a coaxial quantum well embedded in a core-multishell GaAs/AlGaAs nanowire. The complex composition, the hexagonal cross section and the remote doping of typical samples are explicitly included, and the free electron gas is obtained by a DFT approach. Inelastic light scattering cross sections due to charge and spin collective excitations belonging to quasi-1D and quasi-2D states, which coexist in such radial heterostructures, are predicted in the non-resonant approximation from a fully three-dimensional multi-subband TDDFT formalism. We show that collective excitations can be classified in azimuthal, radial and longitudinal excitations, according to the associated density fluctuations, and we suggest that their character can be exposed by specific spectral dispersion of inelastic light scattering along different planes of the heterostructure.