Aiming at the challenges of collaborative management, uncertainty in renewable energy output, coupled multi-market transactions of electricity, carbon and green certificate, and privacy protection faced in the optimization process of multi-energy microgrids system, a two-stage distributed robust optimization strategy for microgrid alliance considering electricity-carbon-green certificate trading is proposed. Firstly, in order to enhance the ability of microgrid individuals to cope with new energy output fluctuations, a two-stage distributed robust model of microgrid alliance is constructed. Secondly, in order to strengthen the microgrid decarbonization level, a new type of cogeneration unit coupled with power-to-gas and carbon capture systems (P2G-CCS) is constructed, and a stepwise carbon trading-green certificate trading coupling mechanism is accounted for. Thirdly, in view of address the interest demands of individual microgrids and the benefit distribution of microgrid alliances, the asymmetric Nash bargaining strategy for microgrid alliances is constructed based on the Nash negotiation theory on the framework of peer-to-peer (P2P) distributed energy trading. Finally, the adaptive alternating direction method of multiplier-column and constraint generation algorithm (AADMM-C&CG) is adopted to improve the solution rate. Simulation results show that compared with the distributional robust model without participating in the cooperative game and the common electricity-carbon-green certificate trading model, the total cost of the proposed model in this paper is reduced by 16.95% and 31.50%, and the carbon emission is reduced by 42.83% and 11.03%, which effectively protects the privacy of microgrids and realizes the reasonable distribution of benefits on the basis of the system's robustness and economy, and assists the energy structure to transform the energy structure to green and low-carbonization.