A post from Centauri Dreams explores what a nomadic colony in the Oort Cloud might look like.
The tl;dr to his idea is: small bands (~25 individuals) tending to really big mirrors collecting starlight for energy, traveling in groups that total ~500 individuals spread out over an area the size of the continental United States. (It has to be this large because starlight in the void between solar systems is so diffuse that the solar energy collectors are enormous)
Personally, I think this sounds like a lousy idea.
Socially, small bands of 25 people may get along, or they might all kill each other. Humans need a bit more space than that. Further, such small groups would require that everyone be an extreme generalist so that any one person's death doesn't result in the death of the colony (you never want to hear "Only Bob knew how to fix the air regenerator!" 10,000 AU from Earth's atmosphere). Modern human society is only possible with specialization, so I'm not even sure this level of generalization is feasible.
(Of course these future space colonists would have access to very sophisticated and intelligent software that could probably talk them through repairs, but that presents a deeper risk if no one on the colony really understands personally how the systems work or interact)
Also, to protect the colony from interstellar radiation, you're going to need a very thick water-ice jacket. There's plenty of water in the Oort Cloud, but internal volume, mass, and surface area all have fixed ratios. If you're trying to accelerate a volume big enough for 500 people out of the solar system, a single volume with a single water-ice shell will have much lower mass than many smaller volumes each having their own shell.
From a colony safety point of view of course there's a risk to having everyone in a single volume, but the tradeoff is you have more people and resources in one place to respond to emergencies too. And bigger systems have bigger buffers in almost every parameter, ceteris paribus.
Of course, what's the point of being out in the Oort Cloud in the first place? It's so far removed from planetary masses and solar energy that no civilization will ever be as comfortable there as it would be inside Jupiter's orbit. The main asteroid belt make sense as a destination for permanent settlement - the Oort Cloud, less so.
As I see it, there's only two reasons to be in the Oort Cloud: to collect resources for use by the solar civilization, or as a stepping stone towards the next solar system. And neither of these cases require long term, fully sustainable colonies. The first one requires the deep space equivalent of an offshore oil and gas platform, and the latter the deep space version of a cruise ship. Both uses have predictable mission lengths, and thus huge solar collectors are unnecessary. Just bring a nuclear battery.
What might a colony ship look like? Well, if resources are scarce or expensive in the solar system, a group of colonists could put together a mission that only has enough fuel and material to reach the Oort Cloud, and then scavenge an Oort Cloud object to provide the rest of what they need. A single ship, surrounded in a thick water-ice shell, with a nuclear core keeping everything warm. Rotate the thing to add gravity. A few hundred colonists could then use the deuterium from the comet to accelerate their little seed pod towards the next star, where they could then settle or resupply and keep going. The nuclear battery would run out of fissionable elements eventually of course, but you just plan for that and make sure you have twice as much as you think you need to make it to Alpha Centauri.
Sound risky? Sure, but then so were the wagon trains to California. Or the rafts used to colonize Polynesia. People have taken greater risks in the past to find a new home, and they will again in the future. And at least these colonists can pack tens of thousands DNA samples with them to avoid inbreeding en route or at their destination.