Complex plasma being the 'plasma state of soft matter' is especially suitable for investigations of non-equilibrium phase transitions. Non-equilibrium phase transitions can manifest in dissipative structures or self-organization. Two specific examples are lane formation and phase separation. Using the permanent microgravity laboratory PK-3 Plus, operating onboard the International Space Station, we performed unique experiments with binary mixtures of complex plasmas that showed both lane formation and phase separation. These observations have been augmented by comprehensive numerical and theoretical studies. In this paper we present an overview of our most important results. In addition we put our results in context with research of complex plasmas, binary systems and non-equilibrium phase transitions. Necessary and promising future complex plasma experiments on phase separation and lane formation are briefly discussed.