Context. The Galactic black hole candidate MAXI J1810−222 was recently reported to exhibit a notable absorption spectral feature at around 1 keV in low-resolution X-ray spectra from detectors resembling charge-coupled devices. The feature is typically correlated with the spectral state of the source being stronger in the soft states, as often occurs in the typical Fe K winds of X-ray binaries (XRBs). However, the results have hinted at rather extreme wind velocities of up to ∼0.1 c. Aims. We requested and obtained an observation with XMM-Newton to take advantage of the ten-fold higher spectral resolution (R = λ/∆λ ∼ 200 − 400) provided by the RGS detector to resolve the lines and break the degeneracy between different models and interpretations. Methods. We applied state-of-the-art models of plasma in photoionisation equilibrium and multi-phase interstellar medium (ISM). We performed further comparisons with a re-analysis of NICER and NuSTAR data. Results. The XMM-Newton/RGS spectrum is consistent with the presence of a mildly relativistic wind, confirming the earlier indications obtained with NICER; however, it places tighter constraints on the outflow properties, with the lines being intrinsically broad. The data would then favour magnetically driven winds, although thermal effects might still contribute to mass loading. NuSTAR and XMM-Newton (EPIC) show a further hotter component, indicating a stratified or multi-phase outflow. Fe K spectra taken with calorimetric detectors (e.g. Resolve on XRISM) will enable a high-resolution view of the complex extreme outflow in this source and shed new light on outflow processes in XRBs.