Probably this can be helpful to know some wallets that support multisig: Jameson Lopp's multisig hardware wallet signing test

You may have connect the wallet with wallet like Electrum.

Yes the walker will support PSBT.

You will use the online wallet to create the transaction, pass it to the hardware wallet. The hardware wallet will sign it and you will pass the signed transaction to the online wallet to broadcast it.

The signing is on the airgapped device. But know that not all hardware wallet are airgapped but they are still the signing device.

Internet connection makes the online wallet to be called online wallet.