If your system was not anonymous but had predefined membership then you could have a distributed secret but there is no known way to do an ECDSA threshold signature directly.
http://oleganza.com/blind-ecdsa-draft-v2.pdfI know you commented on the original proposal of this but it was changed by the author and, as far as I can see, it now works. I just thought I'd link to it because I thought it was a clever idea that got buried in the forum.
In some sense it is a 2 of 2 threshold signature with one of the signatories blinded. However this signature could be performed unblinded and there may be ways to extend it to different threshold schemes.
I don't know if this would be considered as doing an ECDSA threshold signature directly? and there might be problems with the idea that I don't understand but it is an interesting idea.
EDIT I realise that this isn't quite what you are talking about in terms of threshold signatures as the threshold is 100% so apologies if the link isn't too relevant.