[compat] Ensure submodules are imported correctly

Closes #7663

yt_dlp/compat/_deprecated.py

@@ -1,4 +1,12 @@
 """Deprecated - New code should avoid these"""
+import warnings
+
+from .compat_utils import passthrough_module
+
+# XXX: Implement this the same way as other DeprecationWarnings without circular import
+passthrough_module(__name__, '.._legacy', callback=lambda attr: warnings.warn(
+    DeprecationWarning(f'{__name__}.{attr} is deprecated'), stacklevel=6))
+del passthrough_module
 
 import base64
 import urllib.error