Recent MTK regression errors

Creating a new issue with these, as it is mostly some quite bad regression we want to get sorted out before v15.

PR containing some additional details (e.g. for SDEs, layered MTK issues prevents proper minimal examples): https://github.com/SciML/Catalyst.jl/pull/1159

MTK issues:
https://github.com/SciML/ModelingToolkit.jl/issues/3297
https://github.com/SciML/ModelingToolkit.jl/issues/3295