This paper first investigates the equivalence of the space and translation invariance of Stepanov-like doubly weighted pseudo almost automorphic stochastic processes for nonequivalent weight functions; secondly, based on semigroup theory, fractional calculations, and the Krasnoselskii fixed-point theorem, we obtain the existence and uniqueness of Stepanov-like doubly weighted pseudo almost automorphic mild solutions for a class of nonlinear fractional stochastic neutral functional differential equations under non-Lipschitz conditions. These results enrich the complex dynamics of Stepanov-like doubly weighted pseudo almost automorphic stochastic processes.