Heusler alloys, close to stoichiometric Ni₂MnGa, undergo difussionless, displacive phase transformation from parent, cubic austenite to various ferroelastic or martensitic phases, modulated 10M and 14M monoclinic and non-modulated tetragonal phase depending on composition. Often the cascade of intermartensitic transformations (10M-14M-NM) is observed. Although the martensitic transformation is relatively well understood the nature of intermartensitic transformation (IMT) is still disputed. Main reason is that even the nature of modulated phases is not settled. Regarding the complexity of ferroelastic, hierarchically twinned modulated phases and continuing discussion about modulation (nanotwinned v. harmonic) only single crystalline studies represent proper way to study the phase evolution and (inter)martensitic transformations. We will demonstrate such approach using neutron diffraction (ILL Grenoble) and laboratory X-ray diffraction. The q-scans revealed the hysteretic behavior and pointing to nano-twinned character of modulation. The neutron diffraction as bulk method is particularly suitable for direct comparison with magnetic, elastic and transport measurements. In the presentation we will also look on preference of 14M phase in epitaxial thin films compared to bulk single crystal.