\documentclass{article}

\usepackage[enable-debug]{expl3}
\usepackage[default styles]{mkessler-thmstyle}

\ExplSyntaxOn
\debug_on:n { all }
\ExplSyntaxOff

\usepackage{mkessler-groupthm}

\mdfdefinestyle{green}{
  linecolor=green,
  linewidth = 2pt,
  leftmargin = 0cm,
  rightmargin=0cm,
  rightline=false,
  topline=false,
  bottomline=false
}

\declaretheoremstyle[
  mdframed={style=green}
]{green}

\GenerateTheoremVariants
[
  group = {star, dagger},
  thmtools = { style = thmgreenmargin }
]{example}

\DeclareTheoremVariants{example} { !s !t+ }
{
  \IfBooleanT{#1}
  {
    \AddTheoremToGroup { star }
  }
  \IfBooleanT{#2}
  {
    \AddTheoremToGroup { dagger }
  }
}

\begin{document}


\begin{example}
  test
\end{example}

\begin{example}+
  test
\end{example}

\begin{example}*
  test
\end{example}

\begin{example}*+
  test
\end{example}

\begin{example*}
  test
\end{example*}

  
\end{document}