[utils] Escape URLs in `sanitized_Request`, not `sanitize_url`

d2558234cf added escaping of URLs while sanitizing. However, `sanitize_url` may not always receive an actual URL.
Eg: When using `yt-dlp "search query" --default-search ytsearch`, `search query` gets escaped to `search%20query` before being prefixed with `ytsearch:` which is not the intended behavior. So the escaping is moved to `sanitized_Request` instead.

test/test_utils.py

@@ -239,6 +239,7 @@ class TestUtil(unittest.TestCase):
         self.assertEqual(sanitize_url('httpss://foo.bar'), 'https://foo.bar')
         self.assertEqual(sanitize_url('rmtps://foo.bar'), 'rtmps://foo.bar')
         self.assertEqual(sanitize_url('https://foo.bar'), 'https://foo.bar')
+        self.assertEqual(sanitize_url('foo bar'), 'foo bar')
 
     def test_extract_basic_auth(self):
         auth_header = lambda url: sanitized_Request(url).get_header('Authorization')

yt_dlp/utils.py

@@ -2165,7 +2165,7 @@ def sanitize_url(url):
     for mistake, fixup in COMMON_TYPOS:
         if re.match(mistake, url):
             return re.sub(mistake, fixup, url)
-    return escape_url(url)
+    return url
 
 
 def extract_basic_auth(url):
@@ -2181,7 +2181,7 @@ def extract_basic_auth(url):
 
 
 def sanitized_Request(url, *args, **kwargs):
-    url, auth_header = extract_basic_auth(sanitize_url(url))
+    url, auth_header = extract_basic_auth(escape_url(sanitize_url(url)))
     if auth_header is not None:
         headers = args[1] if len(args) >= 2 else kwargs.setdefault('headers', {})
         headers['Authorization'] = auth_header