There is another, solution that doesn't require interaction between chains. P2P trading. It's actually one of my favourite liquidation methods, though mostly because I have my own "web of trust", get my cash fairly quickly (minutes, rather than hours) and get precise rates far better than a CEX or DEX Swap.

In fact, I'll be exchanging some Tether I've been holding for a while now for Bitcoin, that's probably going to be done P2P -- I send the guy my Tether, he sends me Bitcoin. You can find such traders on this forum's currency exchange sub-section.

Also, there is at least one gambling site I know with an internal exchange. That also breaks up the chain interaction without using a CEX, but you'd likely get in trouble if you only used the site as an exchange.