Hello all,
1. No proof of knowledge of each R does *NOT* prevent wagner's attack.
2. In my mind, A generic blind signing service is sufficient for doing blinded MuSig, Muig2, FROST or whatever without the blind signing service knowing. You don't need a specialized MuSig2 blind singing service to extract MuSig2 compatible shares from it. You can just add the MuSig tweak (and/or BIP32 etc) to their key when you do the blind signing request (this seemed to be what the OP was suggesting). Making the server have multiple nonces like in MuSig2 proper doesn't help the server's security at all. I think the problem is simply reduced to creating a secure blind schnorr signing service. Jonas mentioned some papers which show how to do that. The question is mostly about whether you can practically integrate those tricks into your protocol which might be tricky.
LL