[fix] solve various windows onedal build warnings

[icfaust]

We have a number of these errors in the compilation stage in windows for onedal: warning C4101: 'e': unreferenced local variable

Add static casts to double type where implicit conversion had been previously done.

Following the guide of this StackOverflow post: https://stackoverflow.com/questions/24428146/catching-exception-with-unreferenced-local-variable-warning by casting to void, it will tell the compiler it is unused, but will not impact the output machine code.

Fix belt-and-suspenders setting of variable to const std::int64_t to int as required by numpy interfaces.

Remove unused variables and type aliases (icx compiler complains on windows)