Oscillatory shear tests are widely used in rheology to characterize the linear and non-linear mechanical response of complex fluids, including the yielding transition. There is an increasing urge to acquire detailed knowledge of the deformation field that is effectively present across the sample during these tests; at the same time, there is mounting evidence that the macroscopic rheological response depends on the elusive microscopic behavior of the material constituents. Here we employ a strain-controlled shear-cell with transparent walls to visualize and quantify the dynamics of tracers embedded in various cyclically sheared complex fluids, ranging from almost-ideal elastic to yield stress fluids. For each sample, we use image correlation processing to measure the macroscopic deformation field, and echo-differential dynamic microscopy to probe the microscopic irreversible sample dynamics in reciprocal space; finally, we devise a simple scheme to spatially map the rearrangements in the sheared sample, once again without tracking the tracers. For the yield stress sample, we obtain a wave-vector dependent characterization of shear-induced diffusion across the yielding transition, which is accompanied by a three-order-of-magnitude speed-up of the dynamics and by a transition from localized, intermittent rearrangements to a more spatially homogeneous and temporally uniform activity. Our tracking free approach is intrinsically multi-scale, can successfully discriminate between different types of dynamics, and can be automated to minimize user intervention. Applications are many, as it can be translated to other imaging modes, including fluorescence, and can be used with sub-resolution tracers and even without tracers, for samples that provide intrinsic optical contrast.