Avalanche Signatures
As pointed out in the ZenGo X group by Elichai, this scheme is insecure, because you can divide $\alpha_{122}$ by $\alpha_{\bullet22}$ to recover $k_1$.
Parties $P_1, P_2$, holding shares $x_1, x_2$ of a private key $x_1 + x_2$. Both parties know $X_1 = x_1 \cdot G$ and $X_2 = x_2 \cdot G$, as well as the public key $X = X_1 + X_2$.
$P_1$
$k_1 \xleftarrow{R} (\mathbb{Z}/(q))^{*}$
$\displaystyle K_1 = \frac{1}{k_1} \cdot G$
$K_1 \longrightarrow$
$\textcolor{blue}{\Pi^{\text{SHR}}(K_1;1 / k_1)} \longrightarrow$
$P_2$
Check $\textcolor{blue}{\Pi^{\text{SHR}}(K_1)}$.
$k_2 \xleftarrow{R} (\mathbb{Z}/(q))^{*}$
$\displaystyle K_2 = \frac{1}{k_2} \cdot G$
$\displaystyle R = \frac{1}{k_2} \cdot K_1$
$r = x(R)$
$\alpha_{\bullet22} = k_2(m + rx_2)$
$K_2 \longrightarrow$
$\textcolor{blue}{\Pi^{\text{SHR}}(K_2;1 / k_2)} \longrightarrow$
$\alpha_{\bullet22} \longrightarrow$
$P_1$
Check $\textcolor{blue}{\Pi^{\text{SHR}}(K_2)}$.
$\displaystyle R = \frac{1}{k_1} \cdot K_2$
$r = x(R)$
$\textcolor{blue}{\alpha_{\bullet22} \cdot K_2 \stackrel{?}{=} m \cdot G + r \cdot X_2}$
$\alpha_{1 \bullet 1} = k_1 (m + r x_1)$
$\alpha_{1 2 2} = k_1 \alpha_{\bullet 22}$
$\alpha_{1 \bullet 1}, \alpha_{1 2 2} \longrightarrow$
$P_2$
$\textcolor{blue}{\alpha_{1 \bullet 1} \cdot K_1 \stackrel{?}{=} m \cdot G + r \cdot X_1}$
$\textcolor{blue}{\alpha_{1 2 2} \cdot R \stackrel{?}{=} m \cdot G + r \cdot X_2}$
$\alpha_{1 2 1} = k_2 \alpha_{1 \bullet 1}$
$\alpha_{1 2 1} \longrightarrow$
$P_1$
$\textcolor{blue}{\alpha_{1 2 1} \cdot R \stackrel{?}{=} m \cdot G + r \cdot X_1}$
Then $\alpha_{121} + \alpha_{122} = k_1k_2(2m + r(x_1 + x_2))$. If you set $m = 2^{-1} H(M)$, then this works out. This requires $2$ to have an inverse modulo the order of the subgroup, which is always the case.