We discovered and studied an ultraluminous X-ray source (CXOU J203451.1+601043) that appeared in the spiral galaxy NGC 6946 at some point between 2008 February and 2012 May, and has remained at luminosities $approx$2-4 $times 10^{39}$ erg s$^{-1}$ in all observations since then. Our spectral modelling shows that the source is generally soft, but with spectral variability from epoch to epoch. Using standard empirical categories of the ultraluminous regimes, we find that CXOU J203451.1+601043 was consistent with a broadened disk state in 2012, but was in a transitional state approaching the super-soft regime in 2016, with substantial down-scattering of the hard photons (similar, for example, to the ultraluminous X-ray source in NGC 55). It has since hardened again in 2018-2019 without any significant luminosity change. The most outstanding property of CXOU J203451.1+601043 is a strong emission line at an energy of of $(0.66 pm 0.01)$ keV, with equivalent width of $approx$100 eV, and de-absorbed line luminosity of $approx$2 $times 10^{38}$ erg s$^{-1}$, seen when the continuum spectrum was softest. We identify the line as OVIII Ly$alpha$ (rest frame energy of 0.654 keV); we interpret it as a strong indicator of a massive outflow. Our finding supports the connection between two independent observational signatures of the wind in super-Eddington sources: a lower temperature of the Comptonized component, and the presence of emission lines in the soft X-ray band. We speculate that the donor star is oxygen-rich: a CO or O-Ne-Mg white dwarf in an ultracompact binary. If that is the case, the transient behaviour of CXOU J203451.1+601043 raises intriguing theoretical questions.
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