If it’s not a world class sport it’s tough to call the top competitors world class athletes.
Juan Manuel Fangio, “El Maestro”, was self-taught. And definitely world class.
He won the World Championship of Drivers five times—a record that stood for 46 years until beaten by Michael Schumacher—with four different teams (Alfa Romeo, Ferrari, Mercedes-Benz, and Maserati). He holds the highest winning percentage in Formula One at 46.15%, winning 24 of 52 Formula One races he entered.
And 65 years ago.
So???
I don’t know anything about F1 history. Was it a world-class sport 65 years ago?
When Ayrton Senna, Jackie Stewart, and Michael Schumacher say Fangio is among the greatest ever, if not the greatest, then that answers the question
No it doesn’t. Was there extensive coaching infrastructure back in the day that everybody had except Fangio, or were all the drivers pretty much self-taught? It’s kind of tough to google, but the impression I get is that they were pretty much all self-taught back then.
That argument can be applied to Jim Thorpe and knock him off of the list.
But Fangio is true to the OP:
Fangio coached himself. There were other drivers then who probably coached themselves, but Fangio was the greatest of them.
But if coaching isn’t “deeply engrained and ubiquitous in the field” (quoted from the OP), then not being coached isn’t unusual, it’s the norm. The OP is clearly looking for exceptions, not norms. I think Fangio may have been more of a norm than an exception. Exceptional ability, but conventionally self-taught.
This made me think of a quote from Lee Trevino: “I’ve never had a coach in my life. When I find one who can beat me, then I’ll listen.”
Yes, his prime was decades ago, but in an era where coaches were the norm, Lee managed to win six majors.
And before that he was a Marine.