While Ubiquitous Learning Environments (ULEs) have shown several benefits for learning, they pose challenges for orchestration. Teachers need to be aware of the learning process, which is difficult to achieve when it occurs across a heterogeneous set of spaces, resources and devices. In addition, ULEs can benefit from multimodal analyses due to the heterogeneity of the data sources available (e.g., logs, geolocation, sensor information, learning artifacts). In previous works, we proposed an orchestration system with some analytics features that can gather multimodal datasets during the learning process. Based on this experience, in this paper we describe the technological support provided by the system to collect data from multiple spaces and sources as well as the structure of the generated dataset. We also reflect about the challenges of multimodal learning analytics (MMLA) in ULEs, and we pose some ideas about how the system could better support MMLA in the future to mitigate those challenges.