Would it be possible for you to just create 2 transactions, with one of the parties signing both TXes and the other parties being unique.
I agree with @ranochigo idea, it's most practical idea to prove that all 6 keys are accessible. Additionally, mentioning which key will be used and other detail (such as receiving address with it's amount) on both transaction makes it more convincing.
P.S. I would recommend sign message 2 times with different set of keys, but i don't remember if there are any wallet which support such feature.