Adventures of Harish-Chandra in $\mathbb Z_2 \times \mathbb Z_2$-graded world

We study $\mathbb Z_2\times\mathbb Z_2$ bi-graded Lie algebras. We describe their properties in relation to Lie superalgebras with some compatible structures. Then we focus on the approach to the Lie group--algebra correspondence based on Harish-Chandra pairs and provide some examples of application of it in the bi-graded setting.