In 7 Wonders Duel there are some actions that force the other player to discard coins.
Is there any penalty if they don't have enough coins to discard?
For the Military Tokens, the description says:
Looting 2 or 5 coins
Your opponent loses 2 or 5 coins depending on the token. They are returned to the bank. Then the token is returned to the box. If your opponent doesn’t have enough coins, they lose all of their coins.
That means they can't lose more coins than they have; there is no additional penalty.
While it's not explicitly stated this way for other cards that lose coins, they use the same symbol, so it can be assumed they work the same way. There is nothing in the rules anywhere suggesting there is an additional penalty for not having enough coins.
(Note that this is a difference between the Duel version and the original version, as in the original version there is an extra penalty, but Duel does not mention extra penalties anywhere, and also doesn't have tokens to represent them.)