We use Hyper Rayleigh Scattering and polarization resolved multiphoton microscopy to investigate simultaneously the second and third-order nonlinear response of Potassium Niobate and Bismuth Ferrite harmonic nanoparticles. We first derive the second-to-third harmonic intensity ratio for colloidal ensembles and estimate the average third-order efficiency of these two materials. Successively, we explore the orientation dependent tensorial response of individual nanoparticles fixed on a substrate. The multi-order polarization resolved emission curves are globally fitted with an analytical model to retrieve individual elements of susceptibility tensors.