The multiscale structure of thermoplastic elastomers (TPEs) made of poly(butylene terephthalate)/polytetrahydrofuran (PBT/PTHF) segmented block copolymers is investigated in a systematic way with the aim to characterize the impact of the processing route on it. By means of atomic force microscopy and small-angle scattering techniques, we first evidence the presence of thick (ca. 11 nm) and well-aligned ribbons in hot-pressed samples, whereas thinner and branched filaments (ca. 5 nm) are observed when solvent casting is used. Besides, differential scanning calorimetry suggests that all the so-formed structures can "remember" their initial state after being melted, a property that we assign to the persistent phase separation of the constituents in the viscoelastic liquid. At a smaller length scale, combining transmission and reflection wide-angle X-ray scattering experiments further reveals the influence of the processing method on the molecular order within the crystallites. In particular, it makes emerge the pronounced orthotropic character of the whole samples set, being to our knowledge totally ignored in the TPE's literature. In light of this extensive characterization, we end the article with a discussion on the relationship between the crystalline network's structure and the corresponding chains topology.