It is not possible for you to sign a P2SH address. P2SH works in a way such that a few public keys is needed to generate the address. The individual public keys are also valid Bitcoin addresses that starts with 1.
It is however, possible to sign a message with the addresses in the public key that is used to create the multisig. As long as you can get at least n signed messages in an n-of-m configuration, it is sufficient proof that you control the address.
Thanks and sorry for my ignorance... please be in mind I'm a rookie...sorry!!!
I give you more information in case you can continues helping me:
My address starting with 3 is a Trustedcoin 2FA wallet generated by Electrum wallet. Therefore I'm not sure I've got the public key that was used to create the multisig. What I've got are the 3 publics keys and the private key correspondign to my address starting with 3.
I think is a 2-of-3 configuration (one of them is owned by Trustedcoin in order to make the 2FA process; and the other 2 it's supossed are mine) And the matter it's that I don't know how to get the 2 signed messages you told me to proof that I control my address starting with 3.
Please if you can be more detailed for me I'll be grateful!!!