Improve typing on Windows

[AndreasBackx]

I was working from Windows for a change, so why not fix some of the typing here?

This makes it so running the type checks on all platforms no longer gives any errors. Additionally, tox.ini has been updated to make sure it runs all tests on all platforms. This will do some extra work and make things slower unfortunately. I think if we move to uv in the future, we can make this faster (from having a short glance at some information I saw online). One can also run tox in parallel, though for some reason you cannot seem to enable that from the config.

• Add tests that demonstrate the correct behavior of the change. Tests
  should fail without the change.
  • No behaviour has been altered.
• Add or update relevant docs, in the docs folder and in code.
• Add an entry in CHANGES.rst summarizing the change and linking to the issue.
• Add .. versionchanged:: entries in any relevant code docs.