High-resolution VLT/UVES spectra of the strongly reddened O supergiant companion to the X-ray pulsar 4U 1907+09 provide a unique opportunity to study the nature of the diffuse interstellar bands (DIBs) at unprecedented strength. We detect about 180 known DIBs, of which about 25 were listed as tentative and are now confirmed. A dozen new DIB candidates longwards of 6900 angstrom are identified. We show that the observed 5797 angstrom DIB strength is in line with the Galactic correlation with reddening, whereas the 5780 angstrom DIB strength is relatively weak. This indicates the contribution of denser regions, where the UV penetration is reduced. The presence of dense cloud cores is supported by the detection of C-2 rotational transitions. Members of one DIB family ( 5797, 6379 angstrom and 6196, 6613 angstrom) behave coherently, although one can make a distinction between the two correlated pairs. The broadened profiles of narrow DIBs are shown to be consistent with the premise that each of the main clouds in the line of sight discerned in the interstellar K. profile is contributing proportionally to the DIB profile. We complement and extend the relation of DIB strength with reddening E(B- V), as well as with neutral hydrogen column density N(HI), respectively, using strongly reddened sightlines towards another four distant HMXBs. The 5780 angstrom DIB, and tentatively also the 5797 and 6613 angstrom DIBs, are better correlated to the gas tracer H. than to the dust tracer E(B- V). The resulting relationship can be applied to any line of sight to obtain an estimate of the H. column density. In the search for the nature of the DIB carrier, this strongly reddened line of sight is a complementary addition to single cloud line of sight studies.