Would it be possible to create a signature scheme like this: $ \DeclareMathOperator{Gen}{Gen_{\Mac}} \DeclareMathOperator{Mac}{Mac} \DeclareMathOperator{Sign}{Sign} \DeclareMathOperator{F}{F} \DeclareMathOperator{H}{H} $
$$k_d = \Gen$$ $$m_d = \Mac(k_d, M)$$ $$S = \big(k_d, \Sign(K_{priv}, m_d)\big)$$
So instead of a hash, you'd use a random key.
I know that $$H = \big(k_d, \Mac(k_d, M)\big)$$ is not necessarily secure as you'd give the adversary the ability to choose any key. However, in this case the result is signed as well.
If it isn't secure, are there ways to make it secure? For instance, I could imagine RSA that contains the $k_d$ and recovers it using message recovery. Or ECDSA where an additional hash is calculated over $k_d$ and $m_d$.
Primary goal is to make a faster signature generation by replacing a slower hash with a possible faster MAC such as GMAC.