In structured populations, persistence under environmental change may be particularly threatened when abiotic factors simultaneously negatively affect survival and reproduction of several life cycle stages, as opposed to a single stage. Such effects can then be exacerbated when species interactions generate reciprocal feedbacks between the demographic rates of the different species. Despite the importance of such demographic feedbacks, forecasts that account for them are limited as individual-based data on interacting species are perceived to be essential for such mechanistic forecasting—but are rarely available. Here, we first review the current shortcomings in assessing demographic feedbacks in population and community dynamics. We then present an overview of advances in statistical tools that provide an opportunity to leverage population-level data on abundances of multiple species to infer stage-specific demography. Lastly, we showcase a state-of-the-art Bayesian method to infer and project stage-specific survival and reproduction for several interacting species in a Mediterranean shrub community. This case study shows that climate change threatens populations most strongly by changing the interaction effects of conspecific and heterospecific neighbours on both juvenile and adult survival. Thus, the repurposing of multi-species abundance data for mechanistic forecasting can substantially improve our understanding of emerging threats on biodiversity.