For synthetics, effectively use the Put Call Parity (Stock + Put = Call) and rearrange that formula to work it out. So a short position (I.e. a negative in the Put call parity formula) on the stock becomes Put - Call = - Stock

It’s not explicitly referenced anywhere, but if you play through the synthetic long and short positions that’s a great way to easily remember it. Just ignore PV(X) for synthetics as you ignore the fact you need cash when the options expire.

This is what I normally do as well - I physically write down c + x = p + s, and proceed to physically crossing out PV(X). The rest is just simple algebra (in our case here, we want -s). c - p = s, -s = p - c.