bpo-40275: Use new test.support helper submodules in tests (GH-21451)

diff --git a/Lib/test/test_urllib2.py b/Lib/test/test_urllib2.py
index cbfa9ba..f202f97 100644
--- a/Lib/test/test_urllib2.py
+++ b/Lib/test/test_urllib2.py
@@ -1,6 +1,8 @@
 import unittest
 from test import support
+from test.support import os_helper
 from test.support import socket_helper
+from test.support import warnings_helper
 from test import test_urllib
 
 import os
@@ -765,7 +767,7 @@
         h = urllib.request.FileHandler()
         o = h.parent = MockOpener()
 
-        TESTFN = support.TESTFN
+        TESTFN = os_helper.TESTFN
         urlpath = sanepathname2url(os.path.abspath(TESTFN))
         towrite = b"hello, world\n"
         urls = [
@@ -1490,7 +1492,7 @@
             self.check_basic_auth(headers, realm)
 
         # no quote: expect a warning
-        with support.check_warnings(("Basic Auth Realm was unquoted",
+        with warnings_helper.check_warnings(("Basic Auth Realm was unquoted",
                                      UserWarning)):
             headers = [f'WWW-Authenticate: Basic realm={realm}']
             self.check_basic_auth(headers, realm)