We present Hubble Space Telescope Cosmic Origin Spectrograph (COS) UV line spectroscopy and integral-field unit observations of the intergalactic medium (IGM) in the Stephans Quintet (SQ) galaxy group. SQ hosts a 30 kpc long shocked ridge triggered by a galaxy collision at a relative velocity of 1000 km/s, where large amounts of cold (10-100 K) and warm (100-5000 K) molecular gas coexist with a hot plasma. COS spectroscopy along five lines-of-sight, probing 1 kpc-diameter regions in the IGM, reveals very broad (~2000 km/s) and powerful Ly$alpha$ line emission with complex line shapes. These Lyman-alpha line profiles are often similar to, or sometimes much broader than line profiles obtained in H$beta$, [CII], and CO (1-0) emission along the same lines-of-sight. In these cases, the breadth of the Ly$alpha$ emission, compared with H$beta$, implies resonance scattering. Line ratios of Ly$alpha$/H$beta$ for the two COS pointings closest to the center of the shocked ridge are close to the Case B recombination value, suggesting that at these positions Ly$alpha$ photons escape through scattering in a low density medium free of dust. Some Ly$alpha$ spectra show suppressed velocity components compared with [CII] and H$beta$, implying that some of the Ly$alpha$ photons are absorbed. Scattering indicates that the neutral gas of the IGM is clumpy, with multiple clumps along a given line of sight. Remarkably, over more than four orders of magnitude in temperature, the powers radiated by the multi-phase IGM in X-rays, Ly$alpha$, H$_2$, [CII] are comparable within a factor of a few. We suggest that both shocks and mixing layers co-exist and contribute to the energy dissipation associated with a turbulent energy cascade. This may be important for the cooling of gas at higher redshifts, where the metal content is lower than in this local system, and a high amplitude of turbulence more common.