Non-technical summary Achieving sustainability on the ground poses a challenge in decoding global defined goals, such as the Sustainable Development Goals (SDGs), and aligning them with local perspectives and realities. This decoding necessitates the understanding of the multifaceted dimensions of the sustainability challenges in a given context, including their underlying causes. In case studies from Brazilian drylands, we illustrate how an enhanced multiscale participatory method, combined with systems thinking tools, can shed light on the systemic structures that currently entrench unsustainable development trajectories. This method offers insights into co-designing potential pathways toward sustainable futures and unlocking transformative capacities of the local population. Technical summary Translating the UN global sustainable development goals (SDGs) into actions that address local realities and aspirations is an urgent challenge. It requires new thinking and approaches that foster the discussion about the main challenges to implementing the SDGs at multiple levels. This paper presents a novel multiscale participatory approach that combines the popular Three Horizons diagram with the formalism of Causal Loop Diagrams in systems thinking. We present the results from six multi-stakeholder dialogues held across drylands in Brazil with a focus on desired futures aligned with the SDGs. Focusing on identifying the root causes and systemic structures of unsustainability, participants identified lock-ins, leverage points and interventions for how these could be changed. The core lock-ins are the discontinuity of public policies, and the historical land and power concentration reinforced by the current expansion of large-scale agricultural, mining and energy projects. The proposed interventions are structural and - if implemented - would contribute to reaching the SDGs in an integrated manner. The unique approach developed in this project can provide leverage as it bridges the inclusivity of participatory visioning with the change potential of systems thinking tools to tackle root causes and unleash societal transformations. Social Media summary We are not achieving the SDGs. Understanding root causes of unsustainability is critical to move towards sustainable and just futures.