How to prove in zero-knowledge that the attributes of Pointcheval Sanders signature is the opening of a commitment?
Quoting the proposal page 10, just before Theorem 8:

..and carries out a zero-knowledge proof of knowledge $\pi$
(such as the Schnorr’s interactive protocol [Sch90]) of $(m_1, . . . , m_r)$ and $t$ such that..

That means introducing protocol responses $(M_1, \cdots, M_r, T)$
for secrets $(m_1, . . . , m_r)$ and challenge $c$
like $M_i = m_i \cdot c + \xi_i$.
Combine responses above and commitment components for Schnorr verification equations.