Coherence is a defining feature of quantum condensates. These condensates are inherently multimode phenomena and in the macroscopic limit it becomes extremely difficult to resolve populations of individual modes and the coherence between them. In this work we demonstrate non-equilibrium Bose-Einstein condensation (BEC) of photons in a sculpted dye-filled microcavity, where threshold is found for $8pm 2$ photons. With this nanocondensate we are able to measure occupancies and coherences of individual energy levels of the bosonic field. Coherence of individual modes generally increases with increasing photon number, but at the breakdown of thermal equilibrium we observe multimode-condensation phase transitions wherein coherence unexpectedly decreases with increasing population, suggesting that the photons show strong inter-mode phase or number correlations despite the absence of a direct nonlinearity. Experiments are well-matched to a detailed non-equilibrium model. We find that microlaser and Bose-Einstein statistics each describe complementary parts of our data and are limits of our model in appropriate regimes, which informs the debate on the differences between the two.
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