Dynamical processes induced by the external time-dependent fields can provide valuable insight into the characteristic energy scales of a given physical system. We investigate them here in a nanoscopic heterostructure, consisting of the double quantum dot coupled in series to the superconducting and the metallic reservoirs, analyzing its response to (i) abrupt bias voltage applied across the junction, (ii) sudden change of the energy levels, and imposed by (iii) their periodic driving. We explore subgap properties of this setup which are strictly related to the in-gap quasiparticles and discuss their signatures manifested in the time-dependent charge currents. The characteristic multi-mode oscillations, their beating patters and photon-assisted harmonics reveal a rich spectrum of dynamical features that might be important for designing the superconducting qubits.