This paper develops a novel COllaborative-Online-Learning (COOL)-enabled motion control framework for multi-robot systems to avoid collision amid randomly moving obstacles whose motion distributions are partially observable through decentralized data streams. To address the notable challenge of data acquisition due to occlusion, a COOL approach based on the Dirichlet process mixture model is proposed to efficiently extract motion distribution information by exchanging among robots selected learning structures. By leveraging the fine-grained local-moment information learned through COOL, a data-stream-driven ambiguity set for obstacle motion is constructed. We then introduce a novel ambiguity set propagation method, which theoretically admits the derivation of the ambiguity sets for obstacle positions over the entire prediction horizon by utilizing obstacle current positions and the ambiguity set for obstacle motion. Additionally, we develop a compression scheme with its safety guarantee to automatically adjust the complexity and granularity of the ambiguity set by aggregating basic ambiguity sets that are close in a measure space, thereby striking an attractive trade-off between control performance and computation time. Then the probabilistic collision-free trajectories are generated through distributionally robust optimization problems. The distributionally robust obstacle avoidance constraints based on the compressed ambiguity set are equivalently reformulated by deriving separating hyperplanes through tractable semi-definite programming. Finally, we establish the probabilistic collision avoidance guarantee and the long-term tracking performance guarantee for the proposed framework. The numerical simulations are used to demonstrate the efficacy and superiority of the proposed approach compared with state-of-the-art methods.