The crystal structure of the double tungstate NaFe(WO$_4$)$_2$ arises from that of the spin-driven multiferroic MnWO$_4$ by inserting non-magnetic Na layers. NaFe(WO$_4$)$_2$ exhibits a three-dimensional incommensurate spin-spiral structure at low temperature and zero magnetic field, which, however, competes with commensurate order induced by magnetic field. The incommensurate zero-field phase corresponds to the condensation of a single irreducible representation but it does not imply ferroelectric polarization because spirals with opposite chirality coexist. Sizable anharmonic modulations emerge in this incommensurate structure, which are accompanied by large magneto-elastic anomalies, while the onset of the harmonic order is invisible in the thermal expansion coefficient. In magnetic fields applied along the monoclinic axis, we observe a first-order transition to a commensurate structure that again is accompanied by large magneto-elastic effects. The large magnetoelastic coupling, a reduction of the $b$ lattice parameter, is thus associated only with the commensurate order. Upon releasing the field at low temperature, the magnetic order transforms to another commensurate structure that considerably differs from the incommensurate low-temperature phase emerging upon zero-field cooling. The latter phase, which exhibits a reduced ordered moment, seems to be metastable.
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