I can't find the official documentation regarding signing arbitrary messages with these addresses. Can anyone enlighten me?
Did electrum implement its own or an unofficial standard? Will this be supported by Core?
My doubt, regarding signing in segwit address is if this is a "bug" and will soon be corrected, or is it an abandoned feature?
It is neither a bug nor an abandoned feature. It is just that we are still working on creating a more generalized signing scheme that lets people sign with things like P2SH addresses (e.g. sign with a multisig address). There is simply no standard yet for signing with such scripts or with Segwit.
Note that you don't actually sign with an address. You sign with a public-private keypair and your wallet interprets it as an address. Your wallet could just as easily interpret it as a segwit address. We are working on creating something that actually specifies the address type, and more generally, allows signing with scripts.