Do such multisig wallets include a feature in order to be able to advice the 2 required "confirmator" to sign a certain transaction?
There may be a custodial service out there which will send a notification if someone else wants you to co-sign a transaction, but in generally the answer is no. If you need another person to co-sign a transaction you want to make from a multi-sig wallet, then you would have to contact them separately (via email, IM, SMS, phone, etc.) and send them your partially signed transaction for them to then sign and either broadcast or return to you.
What wallets do actually support multisig transactions?
Electrum and Armory are probably the two most commonly used, but lots of wallets support multi-sig. You can also set up multi-sig with hardware wallets.