The Fermi-LAT observation of a γ-ray excess from the galactic-centre, as well as the PAMELA, AMS, and AMS-2 anti-particle excesses, and the recent indications of a Fermi-LAT γ-ray excess in the Reticulum II dwarf galaxy have all been variously put forward as possible indirect signatures of supersymmetric neutralino dark matter. These are of particular interest as the neutralino annihilation models which fit these observations must have observable consequences across the frequency spectrum, from radio to γ-ray emission. Moreover, since dark matter is expected to be a major constituent of cosmic structure, these multi-frequency consequences should be common to such structures across the mass spectrum, from dwarf galaxies to galaxy clusters. Thus, in this work we make predictions for the multi-frequency spectra of three well-known sources dominated by dark matter on cluster, galaxy and dwarf galaxy scales, e.g. the Coma cluster, the galaxy M81, and the Draco dwarf galaxy, using models favoured by dark matter interpretations of the aforementioned observations. We pay special attention to the consequences for these models when their cross-sections are renormalised to reproduce the recent γ-ray excess observed in the Reticulum II dwarf galaxy, as well as using cross-sections from the Fermi-LAT dwarf galaxy limits, which throw a dark matter interpretation of this excess into doubt. We find that the multi-frequency data of Coma and Draco are in conflict with the dark matter interpretation of the AMS, PAMELA and Fermi positron excess. Additionally, models derived from Fermi-LAT galactic centre observations, and AMS-2 re-analysis, present similar but less extensive conflicts. Using the sensitivity projections for the Square Kilometre Array, the Cherenkov Telescope Array, as well as the ASTROGAM and ASTRO-H satellites, we determine the detection prospects for a subset of neutralino models that remain consistent with Planck cosmological constraints. Although the SKA has the greatest sensitivity to dark matter models, we demonstrate that ASTRO-H is well positioned to probe the inverse-Compton scattering emissions from neutralino annihilation and identify characteristics of the spectra which contain information about the neutralino mass and annihilation channel. This means that, given environments with favourable X-ray backgrounds, multi-frequency observation with the next generation of experiments will allow for unprecedented sensitivity to the neutralino parameter space as well as offsetting the individual weaknesses of each observation mode. Finally we show that all of the studied models can be better tested with the SKA phase 1.