Abstract: Extreme cold weather events such as cold waves and freezing rains occur frequently in high-latitude regions of China, seriously affecting the power supply reliability of multi-energy systems. Combining the rapid response capability of mobile energy storage system (MESS) and the long-duration of hydrogen energy storage (HES), this paper proposes a phased cooperative defense strategy for multi-form energy storage to participate in multi-energy systems under extreme cold conditions. In Phase Ⅰ, the median segmentation method is adopted to improve the traditional sensitivity analysis. The source-grid-load sensitivity risk weights characterized by risk perception are introduced to establish a risk-based voltage sensitivity index system for identifying the weak system links and determining the access locations of mobile energy storage. In Phase Ⅱ, stability indices are introduced to quantify the effect of reactive power configuration of mobile energy storage on resisting voltage drop under risky scenarios. In Phase Ⅲ, risk-economic indices are established to measure multi-form energy storage's active power coordination benefits. A simulation on a Northeast China city's multi-energy system shows the proposed phased strategy raises the voltage qualification rate by 11.7% and effectively suppress voltage drop and reduces risk loss cost by 60%, verifying its rationality and effectiveness.