The "ultra-long" Gamma Ray Burst GRB 111209A at redshift z=0.677, is so far
the longest GRB ever observed, with rest frame prompt emission duration of ~4
hours. In order to explain the bursts exceptional longevity, a low metallicity
blue supergiant progenitor has been invoked. In this work, we further
investigate this peculiar burst by performing a multi-band temporal and
spectral analysis of both the prompt and the afterglow emission. We use
proprietary and publicly available data from Swift, Konus Wind, XMM-Newton,
TAROT as well as from other ground based optical and radio telescopes. We find
some peculiar properties that are possibly connected to the exceptional nature
of this burst, namely: i) an unprecedented large optical delay of 410+/-50 s is
measured between the peak epochs of a marked flare observed also in gamma-rays
after about 2 ks from the first Swift/BAT trigger; ii) if the optical and
X-ray/gamma-ray photons during the prompt emission share a common origin, as
suggested by their similar temporal behavior, a certain amount of dust in the
circumburst environment should be introduced, with rest frame visual dust
extinction of AV=0.3-1.5 mag; iii) at the end of the X-ray "steep decay phase"
and before the start of the X-ray afterglow, we detect the presence of a hard
spectral extra power law component never revealed so far. On the contrary, the
optical afterglow since the end of the prompt emission shows more common
properties, with a flux power law decay with index alpha=1.6+/-0.1 and a late
re-brightening feature at 1.1 day. We discuss our findings in the context of
several possible interpretations given so far to the complex multi-band GRB
phenomenology. We also attempt to exploit our results to further constrain the
progenitor nature properties of this exceptionally long GRB, suggesting a
binary channel formation for the proposed blue supergiant progenitor.Comment: ApJ accepted. Revised version with substantial adjustments, the main
results remain unchange