There seems to be some variation in the question on wallet vs address. In any event a multisig address is simply a script created by m-of-n public keys (not addresses or wallets). When you build a raw multisig address in the bitcoin core console or with a software library really all you need are the public keys and specify how many are required to spend.
My pre-understanding is that multisig wallet is simply a combination of many singlesig address.
Is my understanding multisig correct?
If we think of addresses as a locks a single-sig address is a lock that requires 1 key to unlock and a multi-sig address is a lock that requires multiple keys to unlock.
This "lock" is created using ...