well, if you are interested in open bounded domains, then it is trivial: $W^{1,2}(\Omega)$ is compactly embedded in any Sobolev space of real order $W^{s,2}(\Omega)$, which is continuously (in fact, even compactly) embedded in $L^2(\Omega)$, whenever $s\in (0,1)$ (for $\Omega\subset \mathbb R^2$, but not only).

well, if you are interested in open bounded domains, then it is trivial: $W^{1,2}(\Omega)$ is compactly embedded in any Sobolev space of real order $W^{s,2}(\Omega)$, which is continuously (in fact, even compactly) embedded in $L^2(\Omega)$, whenever $s\in (0,1)$ (for $\Omega\subset \mathbb R^2$, but not only).

if you need a reference, see e.g. thm. 1.4.3.2 in grisvard's elliptic problems in nonsmooth domains, where only lipschitz boundary of $\Omega$ is assumed.