I create and store keys A and B. They created and store key C and sign with it when I ask them to.
So you have no idea about key C? They don't provide it to you? You don't even know its XPUB? I don't think so, because you wouldn't be able to even see how much money you have, unless they have a specific app that can do it on the background and show you your total holdings.
My plan was always to add family members as beneficiaries or whatever is necessary for them to inherit the correct amounts. Is there a downside to doing this? Seems like the easiest and lowest risk way to pass funds on.
The only thing you have to do, since you want to include Unchained in the process, is to:
1. add them as trusted beneficiaries to Unchained, doing full KYC for them, so Unchained knows they can share key C with them.
2. let them know one of keys A or B, because they will need one of these to finally get the money.
There is no downside, since Unchained is a reputable company and, at the same time, they can't do anything bad if they only know one of the 3 keys in a 2-of-3 setup.
The difficulty arises when you need to split the funds in separate addresses (or accounts) for every different inheritor.
I would ask Unchained about it. I don't think of a very easy way to do it, especially if you are totally agnostic about the 3rd key.