High-field terahertz (THz) single-cycle pulses with 1.5 MV/cm are generated by optical rectification in the stilbazolium salt crystal 4-N, N-dimethylamino-4'-N'-methyl-stilbazolium 2,4,6-trimethylbenzenesulfonate. We show experimentally that the generated THz transient carrying 5 octaves (0.15 to 5.5 THz) undergoes a complex time-frequency evolution when tightly focused, and we present a model based on three independent oscillating dipoles capable to describe this anomalous field evolution. Finally, we present a method to control the absolute phase of such supercontinuum THz pulses as an essential tool for future field-sensitive investigations. DOI: 10.1103/PhysRevLett.110.123902