The Cyg OB2 #5 system is thought to consist of a short-period (6.6 d) eclipsing massive binary orbited by an OB-star orbiting with a period of ~6.7 yr; these stars in turn are orbited by a distant early B-star with a period of thousands of years. However, while the inner binary has been studied many times, information is missing on the other stars, in particular the third star whose presence was indirectly postulated from recurrent modulations in the radio domain. Besides, to this date, the X-ray light curve could not be fully interpreted, for example in the framework of colliding-wind emission linked to one of the systems. We obtained new optical and X-ray observations of Cyg OB2 #5, which we combined to archival data. We performed a thorough and homogeneous investigation of all available data, notably revisiting the times of primary minimum in photometry. In the X-ray domain, XMM-Newton provides scattered exposures over ~5000 d whilst Swift provides a nearly continuous monitoring for the last couple of years. Although the X-ray light curve reveals clear variability, no significant period can be found hence the high-energy emission cannot be explained solely in terms of colliding winds varying along either the short or intermediate orbits. The optical data reveal for the first time clear signs of reflex motion. The photometry indicates the presence of a 2366 d (i.e. 6.5 yr) period while the associated radial velocity changes are detected at the 3 sigma level in the systemic velocity of the He II 4686 emission line. With the revised period, the radio light curve is interpreted consistently in terms of a wind interaction between the inner binary and the tertiary star. From these optical and radio data, we derive constraints on the physical properties of the tertiary star and its orbit.
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