Multi-user millimeter-wave communication relies on narrow beams and dense cell deployments to ensure reliable connectivity. However, tracking optimal beams for multiple mobile users across multiple base stations (BSs) results in significant signaling overhead. Recent works have explored the capability of out-of-band (OOB) modalities in obtaining spatial characteristics of wireless channels and reducing pilot overhead in single-BS single-user/multi-user systems. However, applying OOB modalities for multi-BS selection towards dense cell deployments leads to high coordination overhead, i.e, excessive computing overhead and high latency in data exchange. How to leverage OOB modalities to eliminate pilot overhead and achieve efficient multi-BS coordination in multi-BS systems remains largely unexplored. In this paper, we propose a novel OOB modality synergy (OMS) based mobility management scheme to realize multi-user beam prediction and proactive BS selection by synergizing two OOB modalities, i.e., vision and location. Specifically, mobile users are initially identified via spatial alignment of visual sensing and location feedback, and then tracked according to the temporal correlation in image sequence. Subsequently, a binary encoding map based gain and beam prediction network (BEM-GBPN) is designed to predict beamforming gains and optimal beams for mobile users at each BS, such that a central unit can control the BSs to perform user handoff and beam switching. Simulation results indicate that the proposed OMS-based mobility management scheme enhances beam prediction and BS selection accuracy and enables users to achieve 91% transmission rates of the optimal with zero pilot overhead and significantly improve multi-BS coordination efficiency compared to existing methods.