diff --git a/test/test_utils.py b/test/test_utils.py
index b918ae2b63..22dda4f377 100644
--- a/test/test_utils.py
+++ b/test/test_utils.py
@@ -1657,9 +1657,9 @@ Line 1
         self.assertEqual(repr(LazyList(it)), repr(it))
         self.assertEqual(str(LazyList(it)), str(it))
 
-        self.assertEqual(list(LazyList(it).reverse()), it[::-1])
-        self.assertEqual(list(LazyList(it).reverse()[1:3:7]), it[::-1][1:3:7])
-        self.assertEqual(list(LazyList(it).reverse()[::-1]), it)
+        self.assertEqual(list(LazyList(it, reverse=True)), it[::-1])
+        self.assertEqual(list(reversed(LazyList(it))[::-1]), it)
+        self.assertEqual(list(reversed(LazyList(it))[1:3:7]), it[::-1][1:3:7])
 
     def test_LazyList_laziness(self):
 
@@ -1672,13 +1672,13 @@ Line 1
         test(ll, 5, 5, range(6))
         test(ll, -3, 7, range(10))
 
-        ll = LazyList(range(10)).reverse()
+        ll = LazyList(range(10), reverse=True)
         test(ll, -1, 0, range(1))
         test(ll, 3, 6, range(10))
 
         ll = LazyList(itertools.count())
         test(ll, 10, 10, range(11))
-        ll.reverse()
+        ll = reversed(ll)
         test(ll, -15, 14, range(15))
 
 
diff --git a/yt_dlp/YoutubeDL.py b/yt_dlp/YoutubeDL.py
index 62ec087b8d..fb7e12624a 100644
--- a/yt_dlp/YoutubeDL.py
+++ b/yt_dlp/YoutubeDL.py
@@ -2166,7 +2166,7 @@ class YoutubeDL(object):
             t['url'] = sanitize_url(t['url'])
 
         if self.params.get('check_formats') is True:
-            info_dict['thumbnails'] = LazyList(check_thumbnails(thumbnails[::-1])).reverse()
+            info_dict['thumbnails'] = LazyList(check_thumbnails(thumbnails[::-1]), reverse=True)
         else:
             info_dict['thumbnails'] = thumbnails
 
@@ -2361,7 +2361,7 @@ class YoutubeDL(object):
         # TODO Central sorting goes here
 
         if self.params.get('check_formats') is True:
-            formats = LazyList(self._check_formats(formats[::-1])).reverse()
+            formats = LazyList(self._check_formats(formats[::-1]), reverse=True)
 
         if not formats or formats[0] is not info_dict:
             # only set the 'formats' fields if the original info_dict list them
diff --git a/yt_dlp/utils.py b/yt_dlp/utils.py
index 2d5b9892dc..ade2bbff16 100644
--- a/yt_dlp/utils.py
+++ b/yt_dlp/utils.py
@@ -4086,10 +4086,10 @@ class LazyList(collections.abc.Sequence):
     class IndexError(IndexError):
         pass
 
-    def __init__(self, iterable):
+    def __init__(self, iterable, *, reverse=False, _cache=None):
         self.__iterable = iter(iterable)
-        self.__cache = []
-        self.__reversed = False
+        self.__cache = [] if _cache is None else _cache
+        self.__reversed = reverse
 
     def __iter__(self):
         if self.__reversed:
@@ -4155,9 +4155,17 @@ class LazyList(collections.abc.Sequence):
         self.__exhaust()
         return len(self.__cache)
 
-    def reverse(self):
-        self.__reversed = not self.__reversed
-        return self
+    def __reversed__(self):
+        return type(self)(self.__iterable, reverse=not self.__reversed, _cache=self.__cache)
+
+    def __copy__(self):
+        return type(self)(self.__iterable, reverse=self.__reversed, _cache=self.__cache)
+
+    def __deepcopy__(self, memo):
+        # FIXME: This is actually just a shallow copy
+        id_ = id(self)
+        memo[id_] = self.__copy__()
+        return memo[id_]
 
     def __repr__(self):
         # repr and str should mimic a list. So we exhaust the iterable