Context. The Sagittarius dwarf spheroidal (Sgr) is a dissolving galaxy being tidally disrupted by the Milky Way (MW). Its stellar stream still poses serious modelling challenges, which hinders our ability to use it effectively as a prospective probe of the MW gravitational potential at large radii. Aims. Our goal is to construct the largest and most stringent sample of stars in the stream with which we can advance our understanding of the Sgr-MW interaction, focusing on the characterisation of the bifurcations. Methods. We improved on previous methods based on the use of the wavelet transform to systematically search for the kinematic signature of the Sgr stream throughout the whole sky in the Gaia data. We then refined our selection via the use of a clustering algorithm on the statistical properties of the colour-magnitude diagrams. Results. Our final sample contains more than 700 000 candidate stars and is three times larger than previous Gaia samples. With it, we have been able to detect the bifurcation of the stream in both the northern and southern hemispheres, which requires four branches (two bright and two faint) to fully describe the system. We present the detailed proper motion distribution of the trailing arm as a function of the angular coordinate along the stream, showing, for the first time, the presence of a sharp edge (on the side of the small proper motions) beyond which there are no Sgr stars. We also characterise the correlation between kinematics and distance. Finally, the chemical analysis of our sample shows that the faint branch of the bifurcation is more metal poor than the bright. We provide analytical descriptions for the proper motion trends as well as for the sky distribution of the four branches of the stream. Conclusions. Based on our analysis, we interpret the bifurcations as a misaligned overlap of the material stripped at the antepenultimate pericentre (faint branches) with the stars ejected at the penultimate pericentre (bright branch), given that Sgr just went through its perigalacticon. The source of this misalignment is still unknown, but we argue that models with some internal rotation in the progenitor – at least during the time of stripping of the stars that are now in the faint branches – are worth exploring.