For example, I first sign a transaction with seed 1. Then I sign this transaction with seed 2. The transaction is valid because it is a 2 out of 3 multisig.
Then I copy the first transaction and signed it with seed 3 this time (instead of seed 2).
So now I have two signed transaction (actually this is the same transaction). Every signature is done offline on my airgapped computer.
What « happened » if I then don’t broadcast this or these two transactions over the internet ? Is it ok ?
Yeah, its fine unless someone broadcasts it. The two signed transactions are both valid and either of them can be broadcasted at any point in time. If for some reason, you didn't manage these two transactions properly and someone else gets access to it, they can still broadcast it because they are valid.
These two transaction are valid until any of the inputs in that signed transaction gets spent.