Classical strong external difference families (SEDFs) are much-studied combinatorial structures motivated by information security applications; it is conjectured that only one classical abelian SEDF exists with more than two sets. Recently, non-disjoint SEDFs were introduced; it was shown that families of these exist with arbitrarily many sets. We present constructions for both classical and non-disjoint SEDFs, which encompass all known non-cyclotomic examples for either type (plus many new examples) using a sequence-based framework. Moreover, we introduce a range of new external difference structures (allowing set-sizes to vary, and sets to be replaced by multisets) in both the classical and non-disjoint case, and show how these may be applied to various communications applications.