Luminescence measurements during heating of MgO and MgO:Cr reveal a consistent set of temperature related discontinuities in intensity, accompanied by changes in emission wavelengths. Whilst the luminescence signals are derived from the host material the intensity and wavelength discontinuities are caused by impurities. It is proposed they are caused by phase changes of nanoparticle size impurity inclusions incorporated during growth, and/or from later surface treatments. The evidence suggests there are inclusions of impurities such as neon, oxygen, nitrogen and possibly chlorine. Additionally the influence of solvents, cleaning materials and water vapour alters the luminescence from the surface. Surface and bulk signals are separable by comparisons of cathodoluminescence and radioluminescence. In order to show impurity phase transition effects the nanoparticle inclusions must contain several hundred atoms.