Which brokers do NOT? Fidelity is just about as mainstream plain vanilla as you can get. I added another 25% to my short position less than an hour ago, and previewed a similar order just now (6:409 pm), and bgot no warning box. The bid/ask is wider than it would be during the day (200.41/200.74 right this minute), but that's part of the AH territory.
You might not find such a good entry point tomorrow once the sun gets well aboe=ve the horizon.