Coating development for protective applications is distinctively driven forward by the demand for better performance and higher process efficiency. Significant progress is realised by novel experimental technologies in combination with sophisticated computer-aided methods. The major advantage by a combinatorial approach is the ability to gain a deep insight into the matter down to atomic length scales without extensive experimental and costly efforts, at the same time allowing for verification of the theoretical model and taking advantage of previously obtained preselected material concepts. By this, application-oriented and specifically problem-related coating properties can be realised. The here presented thesis addresses two prominent physical vapour deposited (PVD) nitride and oxide coating systems, emphasising on enhanced thermo-mechanical properties and the controlled growth of dedicated microstructures. Ti1-xAlxN is one of the most versatile and industrially used hard protective coating, being deployed to cutting inserts or milling and drilling devices. Its unique thermo-mechanical properties stem from the combination of sophisticated element selection and the deposition technology, which allows to synthesise metastable structures. Age-hardening, which basically describes a distinctive increase of mechanical properties with increasing process temperature, can further be improved by alloying or architectural concepts. Here, a novel multilayer design of alternating Ti1-xAlxN and Ta1-yAlyN layers, using different deposition techniques (i.e., cathodic arc evaporation and reactive sputter deposition), was deployed and matched against the monolithic counterparts. Our results clearly demonstrate, that a thoughtful and well-adjusted architectural coating design enables increased thermo-mechanical properties and higher oxidation resistance. Ta1-yAlyN, which has yet not been studied in much detail, was in further consequence investigated regarding thermal-induced phase transformations, which have tremendous impact of the high temperature efficiency of protective coatings. The second, chemically fundamentally different material investigated, is (Al,Cr)2O3. Typically synthesised by chemical vapour deposition at much higher temperatures, the utilisation of PVD causes complications in terms of phase formation, which currently prevents this extremely capable material from wide-spread industrial application. Therefore, intense effort is made to realise controlled growth of single-phased hexagonal Al-rich (Al,Cr)2O3 coatings. Reduced deposition temperatures result in the formation of a mixed phase composition including metastable phases, which upon thermal energy, irreversibly transform into the thermodynamically stable hexagonal structure. Most phase transformations, however, are associated with volume changes resulting in crack formation, hence failure of the coating. Density functional theory was in first place deployed to investigate the reasons for deviations between theoretical predictions and experiments. Thereby, the computational task is due to the complexity of the unitcell and insulating nature extremely high, which is why relatively affordable standard DFT methods were used. We could demonstrate, that certain types of point defects, which are formed during the PVD process, lead to a convergence of the energies of formation of the three (Al,Cr)2O3 phases investigated. Although a rather straightforward and computationally less-demanding method was used in this first investigative step, our findings highlight the importance of defect structures regarding phase stability predictions of low-temperature deposition processes. Subsequently, the impact of alloying elements to (Al,Cr)2O3 was for the first time examined, specifically focussed to on the industrially relevant and experimentally realisable Al-rich concentrations. The addition of dopants (Y, Zr, Hf, Nb, Ta, Mo, and W) up to 19 at.% consistently indicated a stabilising effect of metastable phases, rather than the desired hexagonal phase. Experimentally, the addition of Fe proved to be a promising concepts to increase the amount of hexagonal phase fractions of (Al,Cr)2O3 coatings. Unexpectedly the reasons responsible for this observation were found to be related to macroparticle incorporation, which in general is considered as a major drawback of cathodic arc evaporation. In this specific case, however, we could demonstrate a beneficial impact of droplets, based on extensive investigations by transmission electron microscopy. Small spherical particles in the size of <50 nm trigger the nucleation of hexagonal crystallites within the coatings. Comparable mechanisms were also found for non-Fe doped films, but in lower quantity. In further consequence the studies were focused on the target, representing the origin of droplets, as well as intentionally filtered particles from the cathode surface. By connecting cathode surface modifications with findings in the film we could show that the main difference between particles ejected from Al0.7Cr0.3 and Al0.675Cr0.275Fe0.05 cathodes is the solution of Fe within the predominating Al8Cr5 phase. Yet, by post deposition annealing studies, a significant influence of Fe on the oxidation behaviour of the respective intermetallic phase was found. These results highlight, that coating development is inevitably related to target development.