Recent advances in the visual-language area have developed natural multi-modal large language models (MLLMs) for spatial reasoning through visual prompting. However, due to remote sensing (RS) imagery containing abundant geospatial information that differs from natural images, it is challenging to effectively adapt natural spatial models to the RS domain. Moreover, current RS MLLMs are limited in overly narrow interpretation levels and interaction manner, hindering their applicability in real-world scenarios. To address those challenges, a spatial MLLM named EarthGPT-X is proposed, enabling a comprehensive understanding of multi-source RS imagery, such as optical, synthetic aperture radar (SAR), and infrared. EarthGPT-X offers zoom-in and zoom-out insight, and possesses flexible multi-grained interactive abilities. Moreover, EarthGPT-X unifies two types of critical spatial tasks (i.e., referring and grounding) into a visual prompting framework. To achieve these versatile capabilities, several key strategies are developed. The first is the multi-modal content integration method, which enhances the interplay between images, visual prompts, and text instructions. Subsequently, a cross-domain one-stage fusion training strategy is proposed, utilizing the large language model (LLM) as a unified interface for multi-source multi-task learning. Furthermore, by incorporating a pixel perception module, the referring and grounding tasks are seamlessly unified within a single framework. In addition, the experiments conducted demonstrate the superiority of the proposed EarthGPT-X in multi-grained tasks and its impressive flexibility in multi-modal interaction, revealing significant advancements of MLLM in the RS field.