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The cosmological missing baryons at z<1 most likely hide in the hot(T$\gtrsim10^{5.5}$ K) phase of the Warm Hot Intergalactic Medium (WHIM). Whilethe hot WHIM is hard to detect due to its high ionisation level, the warm(T$\lesssim10^{5.5}$ K) phase of the WHIM has been very robustly detected inthe FUV band. We adopted the assumption that the hot and warm WHIM phases areco-located and thus used the FUV-detected warm WHIM as a tracer for thecosmologically interesting hot WHIM. We utilised the assumption by performingan X-ray follow-up in the sight line of a blazar PKS 2155-304 at the redshiftswhere previous FUV measurements of OVI, SiIV and BLA absorption have indicatedthe existence of the warm WHIM. We looked for the OVII He$\alpha$ and OVIIILy$\alpha$ absorption lines, the most likely hot WHIM tracers. Despite of thevery large exposure time ($\approx$ 1 Ms), the XMM-Newton/RGS1 data yielded nosignificant detection which corresponds to upper limits of $\log{N({\rmOVII})({\rm cm}^{-2}))} \le 14.5-15.2$ and $\log{N({\rm OVIII})({\rmcm}^{-2}))} \le 14.9-15.2$. An analysis of LETG/HRC data yielded consistentresults. However, the LETG/ACIS data yielded a detection of an absorption line- like feature at $\lambda \approx$ 20 \AA\ at simple one parameter uncertainty- based confidence level of 3.7 $\sigma$, consistently with several earlierLETG/ACIS reports. Given the high statistical quality of the RGS1 data, thepossibility of RGS1 accidentally missing the true line at $\lambda \sim$ 20\AA\ is very low, 0.006%. Neglecting this, the LETG/ACIS detection can beinterpreted as Ly$\alpha$ transition of OVIII at one of the redshifts(z$\approx$ 0.054) of FUV-detected warm WHIM. Given the very convincing X-rayspectral evidence for and against the existence of the $\lambda \sim$ 20 \AA\feature, we cannot conclude whether or not it is a true astrophysicalabsorption line.

To be or not to be: hot WHIM absorption in the blazar PKS 2155-304 sight line?