[blocked by #4755] Merge typeshed return annotations

[Avasam]

Summary of changes

Based on https://github.com/pypa/setuptools/pull/4736, ~~so merge that one first.~~ Done Blocked by setuptools/msvc.py dir methods and properties split off to https://github.com/pypa/setuptools/pull/4755 for easier review

Step 6.2 of https://github.com/pypa/setuptools/issues/2345#issuecomment-1627561833

This PR still doesn't do initialize_options as those have their own set of issues (and knowing they return None isn't that helpful to begin with), as well as complex Command-based overloads.

This will produce many type issues that need to be resolved. I'll do that in other PRs and keep this as draft in the mean time.

Pull Request Checklist

• [x] Changes have tests (type checkers, and this increases static type-checking coverage)
• [x] News fragment added in newsfragments/. (not public facing yet) (See documentation for details)