MCrAlY-typed coatings are conventional for applications to land-based turbines against high-temperature oxidation and corrosion. However, improvements are still currently expected from innovations in the coating process and/or in the selection of the starting materials. Both types of innovations were studied in the present work. The former consisted in cold spray as a substitute for plasma spray which is conventionally used as the coating process. The latter consisted in developing mechanically-alloyed powders to be suitable for the targeted application especially. In this study, coating-substrate adhesion was considered as the justice of the peace to assess improvements from these innovations. This was determined using the LAser Shock Adhesion Test, namely LASAT, which was recently developed as innovative adhesion testing of thermal spray coatings. Among the main results, mechanical alloying was shown to be satisfactory to result in an homogeneous powder from the mixing of CoNiCrAlY with Mo. This powder could be coldsprayed, all the more easily because of a fine grain size, Results were compared with those obtained from conventional commercial pre-alloyed powders. As a general result, it was shown that cold spray could lead to highly-dense and high-adhesion MCrAlY-typed coatings onto Inconel 625 even though the process is usually claimed to be convenient for high-ductility materials such as copper. Incidentally, LASAT was confirmed to be a flexible and powerful testing tool to study adhesion; which resulted in the ranking of the various types of coatings involved in the work. Results are discussed in the light of an experimental simulation of the impinging of cold-sprayed particles using so-called "laser flier impact experiments". In this development of this simulation approach to cold spray, the flier was made of a 50μm-thick disc machined from HIP'ed CoNiCrAlY.