We explore advanced security notions for threshold signature schemes, focusing on Beyond UnForgeability Features (BUFF), introduced by Cremers et al. (S&P’21) in the non-threshold setting. The BUFF properties protect against attacks based on maliciously chosen keys, e.g., expropriating a message-signature pair under a new public key (called exclusive ownership). We first formalize these notions in the threshold setting and examine their relationships. Notably, unlike regular signature schemes, the hierarchy of variants of exclusive ownership notions only holds for threshold schemes if they are also robust. We then present a generic compiler that transforms any threshold signature scheme to satisfy exclusive ownership, and message-bound signature properties with minimal overhead. Furthermore, we modify the threshold BLS signature scheme to achieve these additional properties without increasing the signature size. Lastly, we identify specific structures in threshold signature schemes where BUFF properties can be naturally extended from the underlying standard signature scheme, and we analyze and prove the security properties in some of the existing threshold schemes.