High-energy astrophysics is the study of the most energetic and extreme processes in the universe, processes that are impossible to replicate in experiments here on Earth. These processes are associated with objects like exploding stars and supermassive black holes, and their understanding not only helps us answer fundamental questions about the origin and evolution of our cosmos but also fosters technological developments in other areas. Further, it prepares us to optimise space exploration expeditions for maximum impact. Teamwork is necessary for success and the EU-funded AHEAD2020 project is team building to achieve this. A key focus is integration of national efforts while enhancing focus on multi-messenger astronomy harnessing the teamwork of extrasolar messengers to shed light on high-energy cosmic phenomena beyond our reach.