Non-reciprocal systems exhibit diverse dynamical phases whose character depends on the type and degree of non-reciprocity. In this study, we theoretically investigate dynamical structures in a mixture of non-reciprocally aligning polar active particles with repulsion, focusing on the performance on (and connection between) different levels of description. Linear stability analyses of the associated continuum model predict a profound influence of non-reciprocity, leading to phase separation, (anti-)flocking and asymmetric clustering behavior. On the microscopic level, particle simulations confirm the emergence of these dynamical phases and allow for a more in-depth investigation of (microscopic) properties, including orientational correlations and susceptibilities. The drastic impact of orientational couplings alone on the density dynamics is demonstrated in particle simulations without repulsion, where non-reciprocal alignment leads to the asymmetric formation of single-species polarized clumps. Overall, our findings demonstrate that certain dynamical properties, like a chase-and-run behavior in the asymmetrical clustering phase, are overlooked in mean-field continuum theory, making microscopic simulations an indispensable tool for studying the effects of non-reciprocal alignment couplings.