Monolithic bulk metallic glasses (BMGs) are generally considered to be free of internal length scales. However, the atomically disordered structure is known to exhibit fluctuating properties at the nanometer scale, which can be revealed with distributions of pop-in stresses or elastic modulus variations. How such structural fluctuations evolve upon the application of load, and how deformation may alter/introduce internal length scales is not yet well understood. Here we discuss recent experimental insights into structural heterogeneities of as-cast BMGs, how the application of an elastic load affects those, and how strain localization can lead to length scales. In particular, we will address changes in nano-scale elastic properties, critical stress distributions, and fluctuations of internal stresses. The results extend from the nano- to the micrometer scale, and reveal unexpected long-range fluctuations in a material that is atomically disordered. We discussed our findings in the context of damage accumulation in BMGs.