What's the highest 'order' data structure
Perhaps this is an interesting question with explicit answers, but you probably really have a problem with "exactly how to define this".

A list does not directly corresponds to a unique data structure, nor does a tree. A singly linked list corresponds to a (sufficiently unique) data structure, as does a binary tree. When you say multi graph, you probably want to refer to a quiver, i.e. a directed multigraph (edges with own identity). A binary or ternary quiver would again correspond to a (sufficiently unique) data structure.

However, any sufficiently canonical (and efficient) realization of a (n-ary) quiver as a data structure would probably not match well with the way datatypes are handled in "common" programming languages, where the size of an object with a certain datatype shouldn't depend on the actual content of that object. Therefore, this would be the point at which I would stop to look for a higher order data structure (than a quiver, looking for function like data structures and continuations certainly is useful). My reason for this is that I don't see the practical usefulness of a higher order data structure if it cannot be realized efficiently within "common" programming languages.