Collaborative recycling of red mud and FGD-gypsum into multi-shell cold bonded lightweight aggregates: Synergistic effect, structure design and application in sustainable concrete

•Multi-shell CLAs was innovatively prepared by synergistically using RM and FGD.•The synergistic effect between RM and FGD as well as the multi-shell structure design mechanism were illustrated.•The viable CLAs with high CS of 7.3 MPa, LBD of 940 kg/m3 and 1 h WB of 6.91 % were obtained.•The sustainable concrete with lower carbon emission and cost was prepared by using the CLAs as aggregates.