"So, I know that when clustering MBGs together they have to be the exact same version; for instance 9.2.0.22 will not work with 9.2.0.23."
not so, any 9.2 version will cluster with any other 9.2 version... ditto for 10.0 and 10.1. As stated earlier, they will cluster as long as major and minor versions are the same.
If the versions are the same, it won't be fatal, the clustering will just not share a database until the nodes are compatible.
"The question I have is what about the version of the MBG versus the MiCollab or the MCD; is there an issue there?"
MBG in MiCollab must follow the above rule.
MCD version isn't all that important, especially if MBG is upgraded and MCD isn't... The only time you run into any issues are if you upgrade MCD and expect a new feature or new sets to work with an old MBG.
In you case, you'll have to upgrade MiCollab along with your MBG. The MCDs don't necessarily have to be upgraded.