Substantial evidence in the last few decades suggests that outflows from supermassive black holes (SMBH) may play a significant role in the evolution of galaxies. These outflows, powered by active galactic nuclei (AGN), are thought to be the fundamental mechanism by which the SMBH transfers a significant fraction of its accretion energy to the surrounding environment. Large-scale outflows known as warm absorbers (WA) and fast disk winds known as ultra-fast outflows (UFO) are commonly found in the spectra of many Seyfert galaxies and quasars, and a correlation has been suggested between them. Recent detections of low ionization and low column density outflows, but with a high velocity comparable to UFOs, challenge such initial possible correlations. Observations of UFOs in AGN indicate that their energetics may be enough to have an impact on the interstellar medium (ISM). However, observational evidence of the interaction between the inner high-ionization outflow and the ISM is still missing. We present here the spectral analysis of 12 XMM-Newton/EPIC archival observations of the quasar PG 1114+445, aimed at studying the complex outflowing nature of its absorbers. Our analysis revealed the presence of three absorbing structures. We find a WA with velocity v ∼ 530 km s⁻¹, ionization log ξ/erg cm s⁻¹ ∼ 0.35, and column density log N_H/cm⁻² ∼ 22, and a UFO with v_out ∼ 0.145c, log ξ/erg cm s⁻¹ ∼ 4, and log N_H/cm⁻² ∼ 23. We also find an additional absorber in the soft X-rays (E < 2 keV) with velocity comparable to that of the UFO (v_out ∼ 0.120c), but ionization (log ξ/erg cm s⁻¹ ∼ 0.5) and column density (log N_H/cm⁻² ∼ 21.5) comparable with those of the WA. The ionization, velocity, and variability of the three absorbers indicate an origin in a multiphase and multiscale outflow, consistent with entrainment of the clumpy ISM by an inner UFO moving at ∼15% the speed of light, producing an entrained ultra-fast outflow (E-UFO).