Effective multi-intersection collaboration is pivotal for reinforcement-learning-based traffic signal control to alleviate congestion. Existing work mainly chooses neighboring intersections as collaborators. However, quite a lot of congestion, even some wide-range congestion, is caused by non-neighbors failing to collaborate. To address these issues, we propose to separate the collaborator selection as a second policy to be learned, concurrently being updated with the original signal-controlling policy. Specifically, the selection policy in real-time adaptively selects the best teammates according to phase- and intersection-level features. Empirical results on both synthetic and real-world datasets provide robust validation for the superiority of our approach, offering significant improvements over existing state-of-the-art methods. Code is available at https://github.com/bonaldli/CoSLight.