Turn on strict typing in mypy

[Avasam]

• Pinned mypy to ensure the CI won't start failing suddenly if next release finds new issues
• Bumped python_version to 3.8 to stop warnings about mypy not supporting Python 3.7 (relates to #2207 )
• Updated and improved comments
• Start checking setup.py
• Solved about a dozen of type issues

[Avasam]

@mhammond When you have the time, can you turn on autofixing in https://results.pre-commit.ci/ ? Direct link: https://github.com/apps/pre-commit-ci/installations/new