The Seyfert Galaxy Mrk 335 is known for its frequent changes of flux and spectral shape in the X-ray band occurred during recent years. These variations may be explained by the onset of a wind that previous, non-contemporaneous high-resolution spectroscopy in X-ray and UV bands located at accretion disc scale. A simultaneous new campaign by XMM-Newton and HST caught the source at an historical low flux in the X-ray band. The soft X-ray spectrum is dominated by prominent emission features, and by the effect of a strong ionized absorber with an outflow velocity of 5-6X10$^3$~km~s$^{-1}$. The broadband spectrum obtained by the EPIC-pn camera reveals the presence of an additional layer of absorption by gas at moderate ionization covering 80% of the central source, and tantalizing evidence for absorption in the Fe~K band outflowing at the same velocity of the soft X-ray absorber. The HST-COS spectra confirm the simultaneous presence of broad absorption troughs in CIV, Ly alpha, Ly beta and OVI, with velocities of the order of 5000 km~s$^{-1}$ and covering factors in the range of 20-30%. Comparison of the ionic column densities and of other outflow parameters in the two bands show that the X-ray and UV absorbers are likely originated by the same gas. The resulting picture from this latest multi-wavelength campaign confirms that Mrk 335 undergoes the effect of a patchy, medium-velocity outflowing gas in a wide range of ionization states that seem to be persistently obscuring the nuclear continuum.