Deep eutectic solvents (DES) are a novel class of ionic liquid-based solvents, combining an organic salt and a hydrogen bond acceptor (HBA) at specific molar ratios. The resulting DES mixtures often have strongly depressed freezing points and feature properties well-known for ionic liquids as non-classical solvents. In this study, mixtures of 1-ethyl-3-methylimidazolium chloride ([EMIm][Cl]) and urea are investigated at different molar ratios mainly via electron paramagnetic resonance (EPR) spectroscopy on chemical environment-specific nitroxide-based spin probes, aided by differential scanning calorimetry (DSC) to obtain insights into the structure, dynamics, and molecular processes on the nanoscale. Molecular dynamics simulations, and Raman and pulse-field gradient (PFG) NMR spectroscopy are used to substantiate the insights in particular into the dynamic heterogeneities on the nanoscale. We find that indeed the mixing ratios leading to melting point extrema (two eutectic points, one dystectic point) show unusual EPR spectra indicating changes in the reorientational dynamics of the spin probes and their environmental polarity. By thorough EPR spectral analysis and simulation and in combination with data from the other methods, detailed assumptions on the nanostructure and dynamics in this DES can be made. It is shown that the macroscopic DES properties are governed by the nanoscale interface of IL-based nanoregions and urea-enriched regions. This nanointerface crucially depends on the chloride anion and its ability to form hydrogen bonds with urea which leads to distinctive structural changes.