Vector beams, non-separable in spatial mode and polarisation, have emerged as enabling tools in many diverse applications, from communication to imaging. This applicability has been achieved by sophisticated laser designs controlling the spin and orbital angular momentum, but so far is restricted to only two-dimensional states. Here we demonstrate the first vectorially structured light created and fully controlled in eight dimensions, a new state-of-the-art. We externally modulate our beam to control, for the first time, the complete set of classical Greenberger-Horne-Zeilinger (GHZ) states in paraxial structured light beams, in analogy with high-dimensional multi-partite quantum entangled states, and introduce a new tomography method to verify their fidelity. Our complete theoretical framework reveals a rich parameter space for further extending the dimensionality and degrees of freedom, opening new pathways for vectorially structured light in the classical and quantum regimes.