How to @opt_out of rules for methods in packages that don't use CRC

Problem Statement

PDMats.jl doesn't utilise CRC, however, it has a decent chunk of code that needs to be opted out of. For example, this diag rule probably isn't what you want in order to differentiate this method of diag. Rather you should just differentiate through the method.

We're starting to use PDMats.jl in the JuliaGPs ecosystem and I realised that I have no idea how to opt out of stuff when we inevitably hit something we need to opt out of without convincing the maintainers of PDMats.jl to use CRC, and to write a load of additional code opting out.

An example of this kind of problem came up in Zygote recently: https://github.com/FluxML/Zygote.jl/issues/1106

Question

Do we have any options other than

1. convincing PDMats maintainers to care about CRC, or
2. putting opt-out code in the JuliaGPs ecosystem?

To my mind, neither of the above options are good. 2 is quite clearly bad (type piracy), and 1 also feels bad because we would just be adding the CRC dep in order to opt out of stuff (if they had written code which wasn't trivially differentiable, it would be a different matter).

edit: typo

Start by reading the linked diag rule in src/rulesets/LinearAlgebra/structured.jl and the referenced method in PDMats.jl's src/scalmat.jl, then compare the related Zygote issue. Determine whether ChainRulesCore already supports a non-pirating opt-out for external methods; done would be a decided, documented approach or a clearly scoped API proposal.