For many decades, most libertarians have been trying to create a new country by various methods that have ranged from unsuccessfully claiming an existing piece of land (Minerva, Liberland), to creating floating structures on the water (Seasteading). Unfortunately, none of these attempts have succeeded so far and have encountered substantial resistance from existing governments or were technically or financially too difficult.
Their conclusion is that to really gain sovereignty, the most efficient way is to negotiate with an existing government. There are many examples of governments granting another nation sovereignty over a part of their territory, the more prominent example being Guantanamo Bay (Cuba), which the USA leased as a coaling and naval station in 1903 for $2000 payable in gold per year.
Other more benevolent examples are the current discussions between the Maldives and other nations to sell them a piece of land in an attempt to have a solution for their people once their islands permanently disappear because of rising ocean levels.