Thanks!
There seem to be single private keys associated with single addresses in the wallet, so I suppose exporting such a private key and creating another wallet with it could work?
Electrum shows only one private key but in reality you may have many private keys behind each address.
Multisig addresses are actually pay to script hash addresses (p2sh) where the address is a hash of a computer program written in bitcoin script. The program stipulates the conditions under which coins sent to the address can be spent. In the case of multisig addresses that's something like you can spend these coins if you prove possession of 2 out of the 3 private keys behind each address.
There is no standard for signing messages with p2sh addresses. So contact the site that is asking you to sign these messages and ask them for advise on what to do. Just don't reveal your private keys or seed to them