Fix mysensors gateway windows setup

[MartinHjelmare]

Description:

DON'T MERGE YET! Need to test more first.
Now tested on windows too. Thanks @bazis for finding bug and testing.

Related issue (if applicable):
fixes #5661 (again)

Example entry for configuration.yaml (if applicable):

mysensors:
  gateways:
    - device: 'COM5'

Checklist:

If the code communicates with devices, web services, or third-party tools:

• Local tests with tox run successfully. Your PR cannot be merged unless tests pass

[mention-bot]

@MartinHjelmare, thanks for your PR! By analyzing the history of the files in this pull request, we identified @balloob, @fabaff and @OttoWinter to be potential reviewers.

[balloob]

cherry-picked for 0.40