Is HMAC-MD5 collision-resistant if the key is unknown?
Yes, HMAC-MD5 with the key secret is still considered practically secure against all attacks, including collisions. We are about in the situation considered in Mihir Bellare's New Proofs for NMAC and HMAC: Security without Collision-Resistance (extended abstract in proceedings of Crytpto 2006).

But as the saying attributed to the NSA goes: attacks only get better; they never get worse.