[MNT] Move dependency checkers to separate module in utils

[fkiraly]

This PR moves dependency checkers to a separate module in util, to improve test collection time and minimize import coupling. See #6344.

This has a noticeable effect on test collection times, since importing the dependency checkers from utils leads to an import chain that touches numpy and pandas, due to them being a subfolder of validation.

Moving the _dependencies module out of validation prevents the imports at test collection time.

Locally, the time for py-spy record -o profile_classification.svg -- python -m pytest sktime/classification -n0 --collect-only goes down from 2 minutes to about 1.

This is still longer than the 20sec reported for all tests overall in #4900, but might be a step.