We used dedicated SRG/eROSITA X-ray, ASKAP/EMU radio, and DECam optical observations of a 15 sq.deg region around the interacting galaxy cluster system A3391/95 to study the warm-hot gas in cluster outskirts and filaments, the surrounding large-scale structure and its formation process. We relate the observations to expectations from cosmological hydrodynamic simulations from the Magneticum suite. We trace the irregular morphology of warm-hot gas of the main clusters from their centers out to well beyond their characteristic radii, $r_{200}$. Between the two main cluster systems, we observe an emission bridge; thanks to eROSITAs unique soft response and large field of view, we discover tantalizing hints for warm gas. Several matter clumps physically surrounding the system are detected. For the Northern Clump, we provide evidence that it is falling towards A3391 from the hot gas morphology and radio lobe structure of its central AGN. Many of the extended sources in the field detected by eROSITA are known clusters or new clusters in the background, including a known SZ cluster at redshift z=1. We discover an emission filament north of the virial radius, $r_{100}$, of A3391 connecting to the Northern Clump and extending south of A3395 towards another galaxy cluster. The total projected length of this continuous warm-hot emission filament is 15 Mpc, running almost 4 degrees across the entire eROSITA observation. The DECam galaxy density map shows galaxy overdensities in the same regions. The new datasets provide impressive confirmation of the theoretically expected structure formation processes on the individual system level, including the surrounding warm-hot intergalactic medium distribution compared to the Magneticum simulation. Our spatially resolved findings show that baryons indeed reside in large-scale warm-hot gas filaments with a clumpy structure.