  We present a comprehensive study of single crystals of Na2Co2TeO6, a putative
Kitaev honeycomb magnet, focusing on its low-temperature phase behaviors. A new
thermal phase transition is identified at 31.0 K, below which the system
develops a two-dimensional (2D) long-range magnetic order. This order precedes
the well-known 3D order below 26.7 K, and is likely driven by strongly
anisotropic interactions. Surprisingly, excitations from the 3D order do not
support the order's commonly accepted "zigzag" nature, and are instead
consistent with a "triple-q" description. The 3D order exerts a fundamental
feedback on high-energy excitations that likely involve orbital degrees of
freedom, and it remains highly frustrated until a much lower temperature is
reached. These findings render Na2Co2TeO6 a spin-orbit entangled frustrated
magnet that hosts very rich physics.
