Ion beam implantation is attractive since it allows us to create very well-defined supersaturated concentration depth profiles in the near surface region. In this paper, thin layers of heterogeneous colloidal compound semiconductor nanocrystals will be discussed. We will focus on the synthesis of dense packed thin buried layers of CdSe nanocrystals in thermally grown SiO2 on Si. For colloidal semiconductor nanoparticles, the influence of surfaces and interfaces on the optical and electronic transport properties is dramatically increased as compared to the corresponding homogeneous bulk materials. A combinatorial materials synthesis approach is applied to generate materials libraries by sequential ion implantation of Cd+ and Se+ by using moving spatially selective shields inserted into the beam line. It allows us to probe a wide range of chemical compositions, and thus to study the interface structure and composition between the nanoparticles and the surrounding matrix. The chemical composition and elemental redistribution driven by diffusion, nucleation and growth process will be studied and quantified by Rutherford backscattering spectroscopy and secondary ion mass spectroscopy. Reaching the SiO2/Si interface CdSe and Cd accumulate and forms nanoclusters in proximity to the Si substrate inside the SiO2 layer. Although a mono-modal size distribution cannot be achieved, multi-modal size distributions and structure formation are found. This has consequences on out-diffusion, so that large particles near the surface dissolve, removing equivalent amounts of implanted material. These findings correlate well with photoluminescence (PL) measurements and lead to the conclusion that very efficient PL is mainly caused by larger precipitates. This explains the missing or suppressed blue-shift of the PL spectra despite the existence of sufficiently small CdSe clusters (< 5 nm).