With darksend you can't even do that. You have a coinjoin transaction (or a sequence of them if multiple rounds) and one/some of the inputs is/are yours but you can't prove those coins didn't go somewhere else. Again you are back to transaction logs and such, which can be faked.
The coins are premixed, so when you are doing the actual transaction to a merchant, you will send directly from addresses to which you hold the private keys. Currently if you need to sign a message to prove you made the transaction, I guess you'd have to sign from all the denomination addresses that were used in the transaction, or perhaps the merchant would be satisfied with just one (as he knows that if you can prove you own one of them, you own them all).
Example: after (pre)mixing you hold the following unspent outputs in separate addresses:
A: 10 DASH
B: 1 DASH
C: 1 DASH
Then, two weeks later, you will send 12 DASH to a merchant, and use those unspents as inputs to the transaction. Later you can sign messages from any and all of the addresses A, B, and C. If at some point it would be deemed important to be able to prove it was you who made the transaction, perhaps the wallet could have a feature where you click a sent transaction and select "multisign a message from the source addresses" or something similar so you don't have to sign three messages.