Lysiosquillina glabriuscula is a common species in the Caribbean occuring from the low intertidal to 30 m. They are common on sand flats and sandy bottoms. They are a bit tricky to catch, so I doubt that most collectors would supply them although they do occasionally show up at night lights and in shrimp trawls. I collect mine of SCUBA using a noose.
Since they dig burrows and stay put for life, once a burrow is identified you can go back to it year after year. Many divers in the Keys know Lysiosquillina and could probably take you to one.
Roy