Using an infinite Matrix Product State (iMPS) technique based on the time-dependent variational principle (TDVP), we study two major types of dynamical phase transitions (DPT) in the one-dimensional transverse-field Ising model (TFIM) with long-range power-law ($propto1/r^{alpha}$ with $r$ inter-spin distance) interactions out of equilibrium in the thermodynamic limit -- textit{DPT-I}: based on an order parameter in a (quasi-)steady state, and textit{DPT-II}: based on non-analyticities (cusps) in the Loschmidt-echo return rate. We construct the corresponding rich dynamical phase diagram, whilst considering different quench initial conditions. We find a nontrivial connection between both types of DPT based on their critical lines. Moreover, and very interestingly, we detect a new DPT-II dynamical phase in a certain range of interaction exponent $alpha$, characterized by what we call textit{anomalous cusps} that are distinct from the textit{regular cusps} usually associated with DPT-II. Our results provide the characterization of experimentally accessible signatures of the dynamical phases studied in this work.