Quasar outflows are fundamental components of quasar environments that might play an important role in feedback to galaxy evolution. We report on the emergence of a remarkable new outflow absorption-line system in the quasar PG1411+442 (redshift ~0.089) detected in the UV and visible with the Hubble Space Telescope Cosmic Origins Spectrograph and the Gemini Multi-Object Spectrograph, respectively. This new transient system contains thousands of lines, including FeII and FeII* from excited states up to 3.89 eV, HI* Balmer lines, NaI D 5890,5896, and the first detection of HeI* 5876 in a quasar. The transient absorber is spatially inhomogeneous and compact, with sizes ~<0.003 pc, based on covering fractions on the quasar continuum source ranging from ~0.45 in strong UV lines to ~0.04 in NaI D. Cloudy photoionization simulations show that large total column densities log N_H(cm^-2) >~ 23.4 and an intense radiation field ~<0.4~pc from the quasar are needed to produce the observed lines in thick zones of both fully-ionised and partially-ionised gas. The densities are conservatively log n_H(cm-3) >~ 7 based on FeII*, HI*, and HeI* but they might reach log n_H(cm^-3) >~ 10 based on NaI D. The transient lines appear at roughly the same velocity shift, v ~ -1900 km/s, as a mini-BAL outflow detected previously, but with narrower Doppler widths, b ~ 100 km/s, and larger column densities in more compact outflow structures. We propose that the transient lines identify a clumpy outflow from the broad emission-line region that, at its current speed and location, is still gravitationally bound to the central black hole.