I won't say there are exactly zero self-taught professionals in classical music because I don't know for sure. But I will say I've never heard of one. If they exist at all they're exceptionally rare.
The music industry is built on the back of people with music degrees. They don't get the name recognition of headliners. But song writers, arrangers, and session musicians are all very likely to have formal training in theory and maybe performance.
Producers and engineers less so. Those are more of a track record who-you've-worked-with occupation.
