The magneto-photoluminescence in modulation doped core-multishell nanowires is predicted as a function of photo-excitation intensity in non-perturbative transverse magnetic fields. We use a self-consistent field approach within the effective mass approximation to determine the photoexcited electron and hole populations, including the complex composition and anisotropic geometry of the nano-material. The evolution of the photoluminescence is analyzed as a function of i) photo-excitation power, ii) magnetic field intensity, iii) type of doping, and iv) anisotropy with respect to field orientation.