Advanced solid-state device applications, including semiconductor lasers, waveguide Bragg gratings, and modulators, require nanoscale engineering of the electronic bandgap and refractive index. Heterostructures, which are semiconductor structures with a position-dependent chemical composition, are building blocks of these devices, enabling control over the carriers and light. However, existing epitaxial growth methods are limited to fabrication of vertical heterostructures between dissimilar semiconductors successively grown layer by layer. Here, we report the use of three dimensional (3D) finite-element-method (FEM)-based non-isothermal phase-field modelling with thermocapillary convection to investigate a new concept for laser inscription of in-plane longitudinal and transverse heterostructures within silicon-germanium (Si1-xGex) alloy thin films. The modelling has been supported by exploratory experimental work using Si0.5Ge0.5 layers epitaxially grown on a silicon substrates. Results of the phase-field simulations reveal that various in-plane SiGe heterostructures and superlattices can be fabricated by controlling the steady-state and transient effects of the laser scanning on phase segregation through modulation of the laser power, scan speed and beam position during solidification of the SiGe epilayers. Optical simulations are used to demonstrate the potential for two new photonic devices based on in-plane SiGe heterostructures written at different scan speeds (1-200 mm s-1): (i) graded-index waveguides with Ge-rich (70%) cores, and (ii) waveguide Bragg gratings with nanoscale periods (Λ=100-500 nm). Periodic heterostructure formation via sub-millisecond modulation of the laser processing parameters opens a route for post-growth fabrication of in-plane quantum wells and superlattices in semiconductor alloy epilayers.