Do it at any place that lets you borrow the coin. I’m not especially familiar with the offerings in the market, but I know Binance will let you borrow one coin and stake a different coin as collateral.

Borrow the coin you want to short, then sell it, and you now have a short position on that coin.

You can short several coins using USDC and Solana's Mango Markets platform. Also supports the other way, i. e. buying on margin.

Great way to lose a lot of money fast if you don't know what you're doing.

Is there some specific reason you think coins would be immune to shorting? This sentiment seems to come up frequently, but shorting is something you can do with basically anything that holds a value over time and is (sigh) fungible, because at its core it's just a transactional set of promises ('borrow' asset, sell asset, buy asset again at your target date, 'return' new assets).

If anything, the modern round of coins with smart contracts are probably uniquely suited to shorting, or enabling the shorting of other coins.

Most exchanges have some way to short most popular coins

Decentralized platforms like DyDx offer leveraged longs/shorts on a lot of popular pairs as well

Another way to theoretically short a coin is to borrow a lot of it against a stable asset on any asset lending platform like AAVE

FTX allows you to short some coins, don't know specifically if they allowed you to short LUNA/TERRA.