Multisig is orthogonal to the payment protocol (but payment protocol is needed first).
There need to be protocols for:
a) Establishing multisig wallets of various sorts. See:
... etc. for a UI mock-up.
There needs to be some protocol so all participants in a multisig wallet contribute keys (actually, we should just assume everybody uses BIP32 HD public keys so we get privacy from the start).
Multi-person shared wallets, escrows, and "wallet protection service" wallets (which might be protected with two-factor authentication) are different use cases and probably use slightly different protocols (and will probably need different BIPs eventually).
b) Gathering signatures for a multisig spend. Here is where the payment protocol is useful; the PaymentRequest message should be passed around so all participants know what is being paid for, and maybe a partially-signed Payment message is where the signatures are gathered (or maybe the signatures are sent separately and one of the participants creates and submits the Payment and gets the PaymentACK... "to be designed").
See:
... for UI mock-up for the multi-person-spend case.
And maybe a protocol for "I don't want to be part of this multisig any more / I lost control of my private key don't trust me in this multisig any more".