Let $(Ω,\mathcal{F},\mathbb{P})$ be a probability space and $\varphi:\ Ω\times[0,\infty)\to [0,\infty)$ be a Musielak--Orlicz function. In this article, the authors establish the atomic characterizations of weak martingale Musielak--Orlicz Hardy spaces $WH_{\varphi}^s(Ω)$, $WH_{\varphi}^M(Ω)$, $WH_{\varphi}^S(Ω)$, $WP_{\varphi}(Ω)$ and $WQ_{\varphi}(Ω)$. Using these atomic characterizations, the authors then obtain the boundedness of sublinear operators from weak martingale Musielak--Orlicz Hardy spaces to weak Musielak--Orlicz spaces, and some martingale inequalities which further clarify the relationships among $WH_{\varphi}^s(Ω)$, $WH_{\varphi}^M(Ω)$, $WH_{\varphi}^S(Ω)$, $WP_{\varphi}(Ω)$ and $WQ_{\varphi}(Ω)$. All these results improve and generalize the corresponding results on weak martingale Orlicz--Hardy spaces. Moreover, the authors also improve all the known results on weak martingale Musielak--Orlicz Hardy spaces. In particular, both the boundedness of sublinear operators and the martingale inequalities, for the weak weighted martingale Hardy spaces as well as for the weak weighted martingale Orlicz--Hardy spaces, are new.