Do ECDH and ECDSA combined solution provide an authenticated protocol exchange solution in MCU environment?
Saying that ECDH does not do authentication is not entirely accurate. If you use ECDH with static, known public keys and both sides prove knowledge of the shared secret, then you do get authentication. However, with ephemeral keys you need some way to authenticate the exchange of public keys. That could be ECDSA or it could be any other authentication.

So yes, if you use ECDSA to authenticate an ephemeral ECDH key exchange, you avoid man-in-the-middle attacks. You still need some way to trust the ECDSA keys, of course.