This work is a first approach to investigate the role of spatial dispersion in photonic hypercrystals (PHCs). The scope of the presented analysis is focused on exploiting nonlocality, which can be controlled by appropriate design of the structure, to obtain new light generation effects in a distributed feedback (DFB) laser based on PHC, which are not observable under weak spatial dispersion. Here, we use effective medium approximation and our original model of threshold laser generation based on anisotropic transfer matrix method. To unequivocally identify nonlocal generation phenomena, the scope of our analysis includes comparison between local and nonlocal threshold generation spectra, which may be obtained for different geometries of PHC structure. In particular, we have presented that, in the presence of strong spatial dispersion, it is possible to obtain spectrally shifted Bragg wavelengths of TE- and TM-polarization spectra, lowered generation threshold levels for both light polarizations, generation of light of selected light polarization (TE or TM), or simultaneous generation of TE- and TM-polarized waves at different frequencies with controllable spectral separation, instead of single mode operation anticipated with local approach.