Biochemistry, ecology, and neuroscience are examples of prominent fields aiming at describing interacting systems that exhibit non-trivial couplings to complex, ever-changing environments. We have recently shown that linear interactions and a switching environment are encoded separately in the mutual information of the overall system. Here, we first generalize these findings to a broad class of non-linear interacting models. We find that a new term in the mutual information appears, quantifying the interplay between non-linear interactions and environmental changes, and leading to either constructive or destructive information interference. Furthermore, we show that a higher mutual information emerges in out-of-equilibrium environments with respect to an equilibrium scenario. Finally, we generalize our framework to the case of continuously varying environments. We find that environmental changes can be mapped exactly into an effective spatially-varying diffusion coefficient, shedding light on modeling and information structure of biophysical systems in inhomogeneous media.