With the application of high-frequency chopping modulation technology, the ultra-high frequency noise interference in DC microgrids has become increasingly severe, and in extreme cases, it has already affected the stable operation of the system. To enhance the system's anti-interference capability and dynamic operation performance, a hierarchical collaborative anti-disturbance control method is proposed for DC microgrids with energy storage systems. A non-smooth composite control law is designed to mitigate the increasing ultra-high frequency noise disturbances through feedforward compensation. Based on a non-smooth dynamic average consensus protocol with low communication cost, a dynamic droop strategy is established to dynamically allocate power for State-of-Charge(SoC) balancing. The dynamic power allocation strategy and the primary control of each energy storage unit are utilized to ensure the dynamic balance of the SoC and the stability of the system-level bus voltage. Hardware-in-the-loop simulation results show that, compared with conventional strategies, the proposed strategy has stronger anti-interference capability and can be used for the stability of various energy storage supported microgrid systems.