In Electrum go to the Addresses tab select the address with right click Sign/verify Message put your message in and click sign, it will ask for your password and then give you the signature.

Here's one I just did:

Message: Test signed message from TheQuin

Address: bc1q94c5auxrxzhgk5uyuee0e2nu2xwf5wz8r67sj5

Signature: IJ5AyA/s7laKapHX1Ml1XPn37QpiER/5ahQvDbYefd4FLF4Owi48Jvr23VeAG/2JZ3Yt/mHndSJjvAy9WFq1uxI=

The only drawback is that only people with a wallet that is capable of using Bech32 addresses can verify it. So you should be able to verify that on your Electrum but not on the websites that do verifications. It is not possible to verify the Segwit addresses starting with 3 at all because of the way they are encapsulated in a multisig address.