High-brightness sources of coherent and few-cycle-duration light waveforms with spectral coverage from the UV to the THz would offer unprecedented versatility and opportunities for a spectacular range of applications from bio-chemical sensing, to time-resolved and nonlinear spectroscopy, to attosecond light-wave electronics. Combinations of various sources with frequency conversion and supercontinuum generation can provide relatively large spectral coverage, but many applications require much broader spectral range and low-jitter synchronization for time-domain measurements. Here, we present a carrier-envelope-phase stable light source, seeded by a mid-IR frequency comb, with simultaneous spectral coverage across 7 optical octaves, from the UV (340 nm) into the THz (40,000 nm). Combining soliton self-compression and dispersive wave generation in an anti-resonant-reflection photonic crystal fibre with intra-pulse difference frequency generation in BaGa2GeSe6, the spectral brightness is 2-5 orders of magnitude above synchrotron sources. This enables high-dynamic-range spectroscopies and provides enticing prospects for attosecond physics and material sciences.