[Train] Fix lightning 2.0 import path

[woshiyyya]

Why are these changes needed?

Previously we decide the import path for some components by the lightning/pytorch_lightning version. While if the users installed pytorch_lightning=2.x.x, they will not be able to use the new import path lightning.pytorch, which caused inconsistency issue.

Now we always import from lightning.pytorch first, then fallback to pytorch_lightning.

Related issue number

Closes #40260 #40261

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  • I've added any new APIs to the API Reference. For example, if I added a
    method in Tune, I've added it in doc/source/tune/api/ under the
    corresponding .rst file.
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• Testing Strategy
  • Unit tests
  • Release tests
  • This PR is not tested :(

[woshiyyya]

Tests passed: https://buildkite.com/ray-project/release-tests-pr/builds/55457#_

But still, we already deleted these release tests in #40163