WD 1145+017 is a unique white dwarf system that has a heavily polluted atmosphere, an infrared excess from a dust disk, numerous broad absorption lines from circumstellar gas, and changing transit features, likely from fragments of an actively disintegrating asteroid. Here, we present results from a large photometric and spectroscopic campaign with Hubble Space Telescope, Keck, Very Large Telescope (VLT), Spitzer, and many other smaller telescopes from 2015 to 2018. Somewhat surprisingly the ultraviolet (UV) transit depths are always shallower than those in the optical. We develop a model that can quantitatively explain the observed “bluing” and confirm the previous finding that: (1) the transiting objects, circumstellar gas, and white dwarf are all aligned along our line of sight; (2) the transiting object is blocking a larger fraction of the circumstellar gas than of the white dwarf itself. Because most circumstellar lines are concentrated in the UV, the UV flux appears to be less blocked compared to the optical during a transit, leading to a shallower UV transit. This scenario is further supported by the strong anticorrelation between optical transit depth and circumstellar line strength. We have yet to detect any wavelength-dependent transits caused by the transiting material around WD 1145+017.