We report Second Harmonic Generation (SHG) and Third Harmonic Generation (THG) energy conversion efficiencies up to 59% and 27%, respectively, for laser pulses simultaneously delivering high peak power in the sub-TW range and average powers in the sub-kW range. No damage or efficiency decrease is observed after more than 100 h operation time. The resulting high-energy visible and near-UV pulses are suitable for applications, such as lightning control, material analysis and machining, or OPCPA pumping.