chore(mypy): add type checking for python 2

[majorgreys]

Description

Related to #3845

Checklist

• [ ] Title must conform to conventional commit.
• [ ] Add additional sections for feat and fix pull requests.
• [ ] Ensure tests are passing for affected code.
• [ ] Library documentation and/or Datadog's documentation site is updated. Link to doc PR in description.

Relevant issue(s)

Testing strategy

Reviewer Checklist

• [ ] Title is accurate.
• [ ] Description motivates each change.
• [ ] No unnecessary changes were introduced in this PR.
• [ ] PR cannot be broken up into smaller PRs.
• [ ] Avoid breaking API changes unless absolutely necessary.
• [ ] Tests provided or description of manual testing performed is included in the code or PR.
• [ ] Release note has been added for fixes and features, or else changelog/no-changelog label added.
• [ ] All relevant GitHub issues are correctly linked.
• [ ] Backports are identified and tagged with Mergifyio.
• [ ] Add to milestone.

[mergify[bot]]

@majorgreys this pull request is now in conflict 😩

[mergify[bot]]

@majorgreys this pull request is now in conflict 😩