My question is, can each device in a multisig setup have a different derivation path? I always thought every device had to refer to the same one.
Technically, it's not an issue since each of your MultiSig Addresses are derived from each cosigner's individual child keys.
It doesn't matter which derivation path used to derive those keys, the client can create MultiSig addresses regardless.
Signing wont be an issue either since as long as the client know how to derive those child keys from the master key, it can sign.
As for Sparrow, it's using "
Descriptors" to take note of the derivation path for each cosigner master keys.