[CI/Build] Enable mypy typing for remaining folders

[bmuskalla]

Best reviewed commit-by-commit due to the sorting of the workflow

• sorted calls to make it easier to see which folders are missing
• added remaining folders and fixed types in cuda.py

Handles reminder of #3680

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[DarkLight1337]

Thanks for the help! Can you also update the format.sh script accordingly?

[bmuskalla]

Thanks for the help! Can you also update the format.sh script accordingly?

Done. Shall we consider pulling this into its own script to be called by format.sh and the workflow maybe? Left the structure for now to only do one thing in this PR

[DarkLight1337]

It's only repeated once so let's not factor that out prematurely just yet.