Context. The analysis of the Planck polarization E and B mode power spectra of interstellar dust emission at 353 GHz recently raised new questions on the impact of Galactic foregrounds to the detection of the polarization of the Cosmic Microwave Background (CMB) and on the physical properties of the interstellar medium (ISM). In the diffuse ISM at high-latitude a clear E − B asymmetry is observed, with twice as much power in E modes than in B modes; as well as a positive correlation between the total power, T , and both E and B modes, presently interpreted in terms of the link between the structure of interstellar matter and that of the Galactic magnetic field. Aims. In this paper we aim at extending the Planck analysis of the high-latitude sky to low Galactic latitude, investigating the correlation between the T -E-B auto-and cross-correlation power spectra with the gas column density from the diffuse ISM to molecular clouds. Methods. We divide the sky between Galactic latitude |b| > 5 • and |b| < 60 • in 552 circular patches, with an area of ∼400 •2 , and we study the cross-correlations between the T -E-B power spectra and the column density of each patch using the latest release of the Planck polarization data. Results. We find that the B-to-E power ratio (D BB /D EE ) and the T E correlation ratio (r T E ) depend on column density. While the former increases going from the diffuse ISM to molecular clouds in the Gould Belt, the latter decreases. This systematic variation must be related to actual changes in ISM properties. The data show significant scatter about this mean trend. The variations of D BB /D EE and r T E are observed to be anti-correlated for all column densities. In the diffuse ISM, the variance of these two ratios is consistent with a stochastic non-Gaussian model in which the values of D BB /D EE and r T E are fixed. We finally discuss the dependencies of T B and EB with column density, which are however hampered by instrumental noise. Conclusions. For the first time, this work shows significant variations of the T -E-B power spectra of dust polarized emission across a large fraction of the Galaxy. Their dependence on multipole and gas column density is key for accurate forecasts of next generation CMB experiments and for constraining present models of ISM physics (i.e., dust properties and interstellar turbulence) that are considered responsible for the observed T -E-B signals.