Multisig setup questions

Hello, hoping someone here can talk me through my options to optimize my current self-custody setup.

I currently hold my BTC private keys on a Ledger Nano X. I am happy with it, but I am interested in stepping up my game a bit. I have heard good things about the Blockstream Jade hardware wallet, so I went ahead and bought one (like $60 with shipping, so cheap.). It came in the mail today, and I set it up. It is currently empty, but the wallet is a 2 of 2 multisig (I think?), with the other set of keys held by Blockstream with a 2FA on Google authenticator.

What I would like to do is, I guess, integrate both hw wallets into a single setup. I'm not sure exactly what I'm trying to accomplish, other than since I have both, it would be nice to integrate them into a system that is more secure than either on their own. The Ledger Nano X has a secure element, which is good, but it is closed source, which is potentially not good. The Jade is fully open source, which is good, but it doesn't have a secure element, meaning someone with physical access could potentially compromise it.

So it seems to me that creating a multisig using these two wallets, plus a 3rd signature from Blockstream in the event I lose one or the other hw wallet, would give more peace of mind, knowing that potential attackers would have to compromise at least two very different vectors to get my Bitcoin, and if I have the hw wallets separated geographically, that protects me against theft/break-in/confiscation.

Let me know if you have any experience with this sort of thing. Are there pitfalls I need to be aware of? Should I be looking into something else entirely? If anyone can point me toward helpful resources or subs, that would be welcome too. Thanks!