Dynamic obstacle avoidance (DOA) is a fundamental challenge for any autonomous vehicle, independent of whether it operates in sea, air, or land. This paper proposes a two-step architecture for handling DOA tasks by combining supervised and reinforcement learning (RL). In the first step, we introduce a data-driven approach to estimate the collision risk (CR) of an obstacle using a recurrent neural network, which is trained in a supervised fashion and offers robustness to non-linear obstacle movements. In the second step, we include these CR estimates into the observation space of an RL agent to increase its situational awareness. We illustrate the power of our two-step approach by training different RL agents in a challenging environment that requires to navigate amid multiple obstacles. The non-linear movements of obstacles are exemplarily modeled based on stochastic processes and periodic patterns, although our architecture is suitable for any obstacle dynamics. The experiments reveal that integrating our CR metrics into the observation space doubles the performance in terms of reward, which is equivalent to halving the number of collisions in the considered environment. We also perform a generalization experiment to validate the proposal in an RL environment based on maritime traffic and real-world vessel trajectory data. Furthermore, we show that the architecture's performance improvement is independent of the applied RL algorithm.