Coordinated multi-display environments from the desktop, second-screen to gigapixel display walls are increasingly common. Personal and intimate mobile and wearable devices such as head-mounted displays, smartwatches, smartphones and tablets are rarely part of such multi-device ecosystems. With this paper, we contribute to a better understanding about factors that impede the creation and use of such mobile multi-device ecosystems. We base our findings on literature research and an expert survey. Specifically, we present grounded challenges relevant for the design, development and use of mobile multi-device environments.