Aims. We aim to study several key physical properties of quasar absorption-line systems that are subtly encoded in their absorption profiles and have not yet been thoroughly investigated or constrained. Methods. We analysed a high-resolution ( R = 140 000) spectrum of the bright quasar HE 0001−2340 ( zem = 2.26) obtained with ESPRESSO, which was recently installed at the Very Large Telescope. We analysed three systems at z = 0.45, z = 1.65, and z = 2.19 using multiple-component Voigt-profile fitting. We also compared our spectrum with those obtained with VLT/UVES, covering a total period of 17 years. Results. We disentangle turbulent and thermal broadening in many components spread over about 400 km s −1 in the z ≈ 2.19 sub-damped Lyman- α system. We derive an average temperature of 16 000 ± 1300 K, which is about twice the canonical value of the warm neutral medium in the Galactic interstellar medium (ISM). A comparison with other high- z, low-metallicity absorbers reveals an anti-correlation between gas temperature and total H I column density. Although requiring confirmation, this could be the first observational evidence of a thermal decrease with galactocentric distance; in other words, we may be witnessing a thermal transition between the circumgalactic medium and the cooler ISM. We revisit the Mg isotopic ratios at z = 0.45 and z = 1.65 and constrain them to be ξ = ( 26Mg + 25Mg)/ 24Mg < 0.6 and < 1.4 in these two systems, respectively. These values are consistent with the standard solar ratio; that is, we do not confirm strong enhancement of heavy isotopes previously inferred from UVES data. Finally, we confirm the partial coverage of the quasar emission-line region by a Fe I-bearing cloud in the z = 0.45 system and present evidence for velocity substructure of the gas that has Doppler parameters of the order of only ∼0.3 km s −1. This agrees well with the low kinetic temperature of T ∼ 100 K inferred from modelling of the gas physical conditions. Conslusions. This work demonstrates the unique insight provided by high-fidelity, high-resolution optical spectrographs on large telescopes when used to investigate the thermal state of the gas in and around galaxies as well as its spatial and velocity structure on small scales, and to constrain the associated stellar nucleosynthetic history.