We present an optical-to-infrared transmission spectrum of the inflated sub-Saturn KELT-11b measured with the Transiting Exoplanet Survey Satellite (TESS), the Hubble Space Telescope (HST) Wide Field Camera 3 G141 spectroscopic grism, and the Spitzer Space Telescope (Spitzer) at 3.6 $μ$m, in addition to a Spitzer 4.5 $μ$m secondary eclipse. The precise HST transmission spectrum notably reveals a low-amplitude water feature with an unusual shape. Based on free retrieval analyses with varying molecular abundances, we find strong evidence for water absorption. Depending on model assumptions, we also find tentative evidence for other absorbers (HCN, TiO, and AlO). The retrieved water abundance is generally $\lesssim 0.1\times$ solar (0.001--0.7$\times$ solar over a range of model assumptions), several orders of magnitude lower than expected from planet formation models based on the solar system metallicity trend. We also consider chemical equilibrium and self-consistent 1D radiative-convective equilibrium model fits and find they too prefer low metallicities ($[M/H] \lesssim -2$, consistent with the free retrieval results). However, all the retrievals should be interpreted with some caution since they either require additional absorbers that are far out of chemical equilibrium to explain the shape of the spectrum or are simply poor fits to the data. Finally, we find the Spitzer secondary eclipse is indicative of full heat redistribution from KELT-11b's dayside to nightside, assuming a clear dayside. These potentially unusual results for KELT-11b's composition are suggestive of new challenges on the horizon for atmosphere and formation models in the face of increasingly precise measurements of exoplanet spectra.