You can trivially sign messages from each private key that are associated with the public keys that were combined to create the multisig address...
We can not. You have no idea about the setup that is being used, thus you should avoid making unsubstantiated claims.
What is the setup being used that prevents the escrows from accessing their individual keys? (not that this would prove anything without the RedeemScript. I'm just curious) Also, is it a possibility to send a trivial amount from the escrow address(es) to a specific BTC address to prove ownership?