Yes, usually borrowing and selling go together. That's how it would go if you or I did it. We would attempt to short and our broker would borrow the shares on our behalf. If successful, it would all happen instantaneous and we would not know about it at all. How it would happen if the shares were not available goes past my experience because the only time I shorted a stock years ago (not CYDY) was I sold short and later in the day bought back, making a small profit. The whole thing was pretty transparent and smooth no different than a long day trade buy and sell, except in reverse order. Although I made a profit, I determined that shorting was not for me as the unlimited risk weighed on me even for those couple hours.
However, if an institution would short, I am not sure that it works that way. They could borrow the shares in advance, hold them, and short when they felt the urge. Yes, they would have to pay interest on borrowed shares. But, when a brokerage lends a block of shares (at interest) to a hedge fund, that is a separate transaction than the sale of those shares.
And, doesn't it get more complicated for those market makers and institutions that can naked short and have 3 days to deliver the stock or have a failure to deliver issued against them? They are borrowing shares after the short sale.
So, it seems that the borrowing of shares is separate from the short sale of the shares and that borrow can occur either before, at the same time or after the short sale itself.