In this study the magnetic order of the spin-1/2 XXZ chain system Cs$_2$CoCl$_4$ in a temperature range from 50 mK to 0.5 K and in applied magnetic fields up to 3.5 T is investigated by high-resolution measurements of the thermal expansion and the specific heat. Applying magnetic fields along a or c suppresses $T_textrm{N}$ completely at about 2.1 T. In addition, we find an adjacent intermediate phase before the magnetization saturates close to 2.5 T. For magnetic fields applied along b, a surprisingly rich phase diagram arises. Two additional transitions are observed at critical fields $mu_0 H_{SF1}simeq 0.25$ T and $mu_0 H_{SF2}simeq 0.7$ T, which we propose to arise from a two-stage spin-flop transition.