You can implement it as MuSig. Your second factor is just another signer in a 2-of-2.
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I'm not sure that the relays are ready to retrieve multisig. Anyways it shines really promising.
What I thought was to put all relays on a chain (bitcoin or sidechain) so they add some crucial data simultaneously.
For example, if the user wants to have 2FA - this data would be added to the next block so all relays accept messages from this user only signed with 2FA.