Understanding the escape of ionizing (Lyman continuum) photons from galaxies is vital for determining how galaxies contributed to reionization in the early universe. While directly detecting the Lyman continuum from high-redshift galaxies is impossible due to the intergalactic medium, low-redshift galaxies in principle offer this possibility but require observations from space. The first local galaxy for which Lyman continuum escape was found is Haro 11, a luminous blue compact galaxy at z = 0.02, where observations with the FUSE satellite revealed an escape fraction of 3.3%. However, the FUSE aperture covers the entire galaxy, and it is not clear from where the Lyman continuum is leaking out. Here we utilize Hubble Space Telescope/Cosmic Origins Spectrograph spectroscopy in the wavelength range 1100-1700 angstrom of the three knots (A, B, and C) of Haro 11 to study the presence of Ly alpha emission and the properties of intervening gas. We find that all knots have bright Ly alpha emission. UV absorption lines, originating in the neutral interstellar medium, as well as lines probing the ionized medium, are seen extending to blueshifted velocities of 500 km s(-1) in all three knots, demonstrating the presence of an outflowing multiphase medium. We find that knots A and B have large covering fractions of neutral gas, making LyC escape along these sightlines improbable, while knot C has a much lower covering fraction (less than or similar to 50%). Knot C also has the the highest Ly alpha escape fraction, and we conclude that it is the most likely source of the escaping Lyman continuum detected in Haro 11.