Borderless Mining can't be enabled from Sodium's video options screen, as it replaces the vanilla screen. As a workaround, press Shift+P when in the Sodium video options screen to show the vanilla screen. It'd be nice to add options for Borderless Mining to the Sodium screen, at very least the ability to toggle borderless windowed.

Not planning to work on this myself since it's a fair bit of effort but contributions are welcomed.

I coded sodium support, and was able to create a simple version of it.

Certain features (like choosing the monitor) aren't implemented due to the fact that vanilla sodium options don't have the support for it.

The pull request with sodium support

Would also love if this could be added!