So you are going for a 2of3 multisig where they can recover one key after you die or help you recover your funds if you lose one key?
Correct
No, you need to export the partially signed bitcoin transaction (PSBT) from Sparrow and send this file to them. They can then import it into whatever software they are using and sign it.
Ah okay I think this answers my question. In the event that I lost a key I could create a tx with my remaining key, sign it and then send the PSBT to my remote cosigner. They would just import the PSBT and sign it.
I set this up as a test and for some reason my ledger hardware wallet doesn't seem to be able to sign the PSBT, not sure why, might have something to do with the deviation path being incorrect. Initially I setup the deviation path and tpub in sparrow from what I found in ledger live. However I noticed that the deviation path in ledger live and sparrow are different.