Where you'd send them to create an escrow?
There are trusted people that are escrows on this forum. You can see there's lists:
Few Trusted Escrow Providers. They are trustworthy people.
About the multisig wallet, it is complex for most people and escrow may not know much about 2-of-3 multisig wallet for escrow.
Also what if the payment is in USDT or other coins that is not bitcoin, only bitcoin wallet that I know of to have multisig wallet but I may be wrong.