Sideswap does swaps for a 0.1% fee, better than Boltz which I believe charges 0.3%, and Liquid->base chain swaps usually come off their hot wallet rather than a full federation peg-out, so it's faster and there is no link between the Liquid address and the base chain address.

There are a bunch of guides out there from BTCsessioms & block stream. 

I think there are a number of exchanges that use liquid like Bitfinex & BTSE. 

Apps holding the keys yourself there is side swap & green wallet.

For swaps you can use boltz or robosats.

Got a pointer to a guide? I’m in a situation right now where I feel stuck on my lightning setup and would like to have this backup in place.