Fix direct-function interval tests

[ChrisRackauckas-Claude]

This PR should be ignored until reviewed by @ChrisRackauckas.

Summary

• import DomainSets.Interval in the direct-function tests
• replace removed/undefined IntervalDomain usage with Interval

Local verification

timeout 3600 /home/crackauc/.juliaup/bin/julia +1.12 --project=. -e 'import Pkg; Pkg.instantiate(); include("test/direct_function__empty_boundary_condition_fails_in_solve_phase.jl"); include("test/direct_function__trivial_bc_0_0_fails_for_some_training_strategies.jl")'\n\nTest Summary:                                    | Pass  Total     Time\nEmpty boundary condition [] fails in solve phase |    4      4  2m00.8s\nTest Summary:                                         | Pass  Total  Time\nTrivial BC [0 ~ 0] fails for some training strategies |    2      2  1.2s\n```\n\nAlso ran `git diff --check`, with no output.