Quantum non-Markovianity of a quantum noisy channel is typically identified with information backflow or, more generally, with departure of the intermediate map from complete positivity. But here, we also indicate certain non-Markovian channels that cannot be witnessed by the CP-divisibility criterion. In complex systems, non-Markovianity becomes more involved on account of subsystem dynamics. Here we study various facets of non-Markovian evolution, in the context of coined quantum walks, with particular stress on disambiguating the internal vs. environmental contributions to non-Markovian backflow. For the above problem of disambiguation, we present a general power-spectral technique based on a distinguishability measure such as trace-distance or correlation measure such as mutual information. We also study various facets of quantum correlations in the transition from quantum to classical random walks, under the considered non-Markovian noise models. The potential for the application of this analysis to the quantum statistical dynamics of complex systems is indicated.