Zero-shot cross-lingual named entity recognition (NER) aims at transferring knowledge from annotated and rich-resource data in source languages to unlabeled and lean-resource data in target languages. Existing mainstream methods based on the teacher-student distillation framework ignore the rich and complementary information lying in the intermediate layers of pre-trained language models, and domain-invariant information is easily lost during transfer. In this study, a mixture of short-channel distillers (MSD) method is proposed to fully interact the rich hierarchical information in the teacher model and to transfer knowledge to the student model sufficiently and efficiently. Concretely, a multi-channel distillation framework is designed for sufficient information transfer by aggregating multiple distillers as a mixture. Besides, an unsupervised method adopting parallel domain adaptation is proposed to shorten the channels between the teacher and student models to preserve domain-invariant features. Experiments on four datasets across nine languages demonstrate that the proposed method achieves new state-of-the-art performance on zero-shot cross-lingual NER and shows great generalization and compatibility across languages and fields.