The added “Legacy” is just a better indicator that those settings only apply to the legacy agents, not a change in behavior. The “old” Settings > Agents never affected the modern agents. For the modern agents, all settings are per-library and adjusted via Manage library > Edit > Advanced.
You can’t. As far as I know the OpenSubtitles integration only ever worked with the legacy agents, and even that was removed early last year after some changes by OpenSubtitles broke Plex’s integration with legacy agents.
If you’re looking for automatic subtitle downloads, you’ll have to use something outside of Plex (Bazarr is fairly popular).
Most likely those guides are just outdated, made before Plex released the new agents (or at least before they adjusted the menu text and removed OpenSubtitles integration).