In this paper, we investigate secure communication with the presence of multiple eavesdroppers (Eves) in a two-tier downlink dense heterogeneous network, wherein there is a macrocell base station (MBS) and multiple femtocell base stations (FBSs). Each base station (BS) has multiple users. And Eves attempt to wiretap a macrocell user (MU). To keep Eves ignorant of the confidential message, we propose a physical-layer security scheme based on cross-layer cooperation to exploit interference in the considered network. Under the constraints on the quality of service (QoS) of other legitimate users and transmit power, the secrecy rate of system can be maximized through jointly optimizing the beamforming vectors of MBS and cooperative FBSs. We explore the problem of maximizing secrecy rate in both non-colluding and colluding Eves scenarios, respectively. Firstly, in non-colluding Eves scenario, we approximate the original non-convex problem into a few semi-definite programs (SDPs) by employing the semi-definite relaxation (SDR) technique and conservative convex approximation under perfect channel state information (CSI) case. Furthermore, we extend the frame to imperfect CSI case and use the Lagrangian dual theory to cope with uncertain constraints on CSI. Secondly, in colluding Eves scenario, we transform the original problem into a two-tier optimization problem equivalently. Among them, the outer layer problem is a single variable optimization problem and can be solved by one-dimensional linear search. While the inner-layer optimization problem is transformed into a convex SDP problem with SDR technique and Charnes-Cooper transformation. In the perfect CSI case of both non-colluding and colluding Eves scenarios, we prove that the relaxation of SDR is tight and analyze the complexity of proposed algorithms. Finally, simulation results validate the effectiveness and robustness of proposed scheme.A preliminary version of this paper appeared in IEEE VTC 2017, June 6-7, Sydeny. This version makes up for imperfect CSI case in non-colluding Eves scenario and both two CSI cases in colluding Eves scenario.