In trajectory space, dynamical heterogeneities in glass-forming liquids correspond to the emergence of a dynamical phase transition between an active phase poor in local structure and an inactive phase which is rich in local structure. We support this scenario with the study of a model additive mixture of Lennard-Jones particles, quantifying how the choice of the relevant structural and dynamical observable affects the transition in trajectory space. We find that the low mobility, structure-rich phase is dominated by icosahedral order. Applying a non-equilibrium rheological protocol, we connect local order to the emergence of mechanical rigidity.