Databricks AutoML is still around and actively used as of mid-2026, so nothing's wrong on that front, but there's a nuance worth knowing: starting with Databricks Runtime 18.0 ML, AutoML was removed as a built-in library on classic compute. It's still there, you just install databricks-automl-runtime from PyPI yourself now instead of it being pre-loaded. Serverless forecasting (which is what you're using for ARIMA/Prophet/DeepAR) is a separate thing from that and is still Public Preview and fully maintained, so that part isn't going anywhere.
On the actual failures, the egress fix you got is correct. Serverless forecasting needs outbound access during the tuning stage to pull the forecasting packages from PyPI, and once you lock the workspace behind a private network that access gets cut off, which is exactly what throws "No host name to create absolute URL" for Prophet and DeepAR. Databricks' own docs confirm this directly: if serverless egress control is enabled on the workspace, pypi.org has to be on the allowed domains list, and in practice you'll want files.pythonhosted.org too since that's where pip actually pulls the package files from once it's resolved the index.
The ARIMA case is a bit different since training finishes fine and it's the endpoint deployment that fails. If adding the PyPI domains doesn't fix that one, check the served model's logs for something like numpy.dtype size changed, may indicate binary incompatibility. That's a known issue where the AutoML run logs a pandas version below 2.2.2 alongside a NumPy 2.x environment, and the mismatch breaks at serving time even though it works in a notebook. The fix is to pin numpy in the run's conda.yaml/requirements.txt to a version compatible with the pandas in that environment, then redeploy.
As for the cluster-based (classic compute) runs training fine but inference deployment breaking with module/attribute errors, that's actually expected. One-click model serving deployment from the AutoML UI is only supported for serverless forecasting runs. Classic compute forecasting doesn't wire that up automatically, so you'd need to log the model with its full dependency set yourself and deploy it manually rather than expecting the same one-click flow to work.