By definition and connotation, yes they are interchangeable. The only difference I can think of is how often or where they are used. Conspire is probably the most common one you would hear in conversation Connive is probably the least heard of these so I would guess it's more literary in use (that is to say, it's probably only used in writing/books) Collude is a bit more formal sounding and is usually heard in politics or the news Hope that helps!