Non-Markovian dynamics offer a new route towards engineering non-equilibrium matter, where memory and feedback act as programmable resources for controlling order in time. Here we report the realization of a non-Markovian spin oscillator in a hot vapour ¹²⁹Xe-Cs co-magnetometer with programmable feedback delay and gain. By tuning these parameters, we observe a hierarchy of dynamical phases, including time-crystalline response, nonlinear bifurcations, and frequency-comb formation. The measured spectra and phase boundaries are captured by linear stability analysis of delayed Bloch equations, revealing these phenomena as different manifestations of the same memory-induced instability structure. These results establish time-delayed feedback as a powerful strategy for controlling non-equilibrium phases, enabling quantum sensing, frequency referencing, and synchronization within a single spin-based platform.