We propose a scheme for the concomitant design of hybrid beamforming and per-carrier transmit power allocation to mitigate the effect of random path blockages in coordinated multi-point (CoMP) systems using orthogonal frequency division multiplexing (OFDM) in millimeter-wave (mmWave) channels. In order to optimize both the beamformers and power allocation while dealing simultaneously with outage minimization and sum rate maximization (SRM) requirements, a regularized sum-ofoutage minimization problem is formulated. The problem is then transformed into an empirical risk minimization (ERM) problem, solved via block stochastic learning and manifold optimization, with required learning rates derived and tuned to guarantee convergence. The method, which demands only a few radio frequency (RF) chains and relies only on knowledge of blockage probabilities, is shown via simulation results not only to outperform state-of-the-art (SotA) alternatives, but to actually achieve outage probabilities comparable to those a fully digital CoMP-SRM scheme with perfect knowledge of instantaneous blockages.