Also, is this idea of Leo a viable option that could potentially generate different results/addresses? If yes, how hard is it to set this up?
And moving forward, since we can't seem to get this tool working for you, then we could instead try going down the path of manually extracting the necessary xprv from your two keys and then recreating the multi-sig wallet in Electrum.
I just read how Coinbase multisig vault works and it seems to be regular 2-of-3 multisig address[1]. Creating multi-sig wallet on Electrum isn't hard either[2]. But if Electrum generate different address, you'll need to check why it happens (such as different derivation or spend script) which could be tricky.
[1]
https://help.coinbase.com/en/coinbase/managing-my-account/other/the-multisig-vault[2]
https://bitcoinelectrum.com/creating-a-multisig-wallet/