A stock is "Threshold" with the clearing broker can't find shares to borrow to make delivery by the settlement date. https://www.investor.gov/introduction-investing/investing-basics/glossary/threshold-securities
Difference is peanuts on a daily basis. You don't switch firms based on that rationale. Tomorrow it could be the reverse. Further rates change on a daily basis. Furthermore, wedbush clearing firm of lightspeed might better be able to accommodate traders in sprt tomorrow.