More typing (#15449)

## Description:

More typing improvements.

Switch to using `mypy.ini` for flexibility

Add `warn_return_any` check except in `homeassistant.util.yaml` that does typing hacks. Fix some type annotations as resulting from this check and ignore others were fixing is hard.

## Checklist:
  - [x] The code change is tested and works locally.
  - [x] Local tests pass with `tox`. **Your PR cannot be merged unless tests pass**

homeassistant/setup.py

@@ -26,7 +26,7 @@ SLOW_SETUP_WARNING = 10
 def setup_component(hass: core.HomeAssistant, domain: str,
                     config: Optional[Dict] = None) -> bool:
     """Set up a component and all its dependencies."""
-    return run_coroutine_threadsafe(
+    return run_coroutine_threadsafe(  # type: ignore
         async_setup_component(hass, domain, config), loop=hass.loop).result()
 
 
@@ -42,7 +42,7 @@ async def async_setup_component(hass: core.HomeAssistant, domain: str,
     setup_tasks = hass.data.get(DATA_SETUP)
 
     if setup_tasks is not None and domain in setup_tasks:
-        return await setup_tasks[domain]
+        return await setup_tasks[domain]  # type: ignore
 
     if config is None:
         config = {}
@@ -53,7 +53,7 @@ async def async_setup_component(hass: core.HomeAssistant, domain: str,
     task = setup_tasks[domain] = hass.async_create_task(
         _async_setup_component(hass, domain, config))
 
-    return await task
+    return await task  # type: ignore
 
 
 async def _async_process_dependencies(hass, config, name, dependencies):