Update type hints to PY39 (and fix various errors and mypy nonsense)

[bdewilde]

Description

• updates tons of type hints to use py3.9's generic built-ins
• adds many type annotations so mypy can figure out what's actually going on
• fixes various type hint mistakes / mypy bugaboos, so mypy will complain less

Motivation and Context

ideally would like to get down to zero mypy errors then turn on those type checks for real in CI, but this will have to do -- from ~250 mpy errors to ~40

How Has This Been Tested?

Screenshots (if appropriate):

Types of changes

• Bug fix (non-breaking change which fixes an issue)
• New feature (non-breaking change which adds functionality)
• Breaking change (fix or feature that would cause existing functionality to change)

Checklist:

• My code follows the code style of this project.
• My change requires a change to the documentation, and I have updated it accordingly.