[Objective] In the context of large-scale grid integration of renewable energy and deepening reforms in the electricity market， a new collaborative optimization framework consisting of multi-virtual power plants （MVPP） and an aggregate-level virtual power plant operator （VPPO） is established to address the challenges posed by the uncertainty of wind and solar power output， the complexity of electricity-hydrogen energy complementarity， and multi-level market coordination. [Methods] First， the Wasserstein distance is employed to construct a fuzzy set for wind and solar power output， and a two-stage distribution robust optimization model is combined to quantify the risk of prediction errors. Subsequently， a Stackelberg-Nash bi-level game framework is established， where VPPO， as the leader， dynamically formulates strategies for electricity/hydrogen energy trading prices and resource allocation， while MVPP， as the follower， optimizes electricity purchase and sale plans， hydrogen scheduling， and flexible load response. Finally， the multi-agent twin delayed deep deterministic policy gradient （MATD3） algorithm is adopted to efficiently solve high-dimensional non-convex problems through the utilization of a centralized training and decentralized execution mechanism and a dual Critic network to mitigate strategy bias. [Results] The numerical results demonstrate that the proposed strategy successfully optimizes the cross-market arbitrage profits of VPPO and the operational costs of MVPP， significantly enhancing the convergence efficiency and strategy stability of the algorithm. It also bolsters the system's robustness against fluctuations in wind and solar power and the flexibility of electricity-hydrogen coordination， while optimizing the spatiotemporal distribution of resources through flexible peak load shaving services. [Conclusions] By integrating robust optimization and game theory， this study effectively coordinates electricity-hydrogen coupling with multi-market interactions， providing an innovative solution to the economic and robust operation of MVPP under high penetration of integrated renewable energy.