Add zha typing [api] (2)

[cdce8p]

Proposed change

Followup to #68220
Continue typing zha/api.py.

• Use ZHAGateway instead of ZhaGatewayType. Type checkers can't handle the redefinition from str to a type in core/typing.py. A temporary fix would be to put the str defs in the else clause for if TYPE_CHECKING. However it's much better to use the correct types directly anyway. -> With the next PRs, I'll successively replace these aliases.
• Add annotation for hass.data[DATA_ZHA][DATA_ZHA_GATEWAY] -> ZHAGateway
• Add annotations for variables which come from websocket msg dicts.
• Add annotations for variables which come from service data dicts.

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[probot-home-assistant]

Hey there @dmulcahey, @Adminiuga, mind taking a look at this pull request as it has been labeled with an integration (zha) you are listed as a code owner for? Thanks!
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[cdce8p]

Typing for msg[ATTR_IEEE] isn't perfect yet, since the validator EUI64.convert could also return None if None is passed. Thus technically all ieee variables should be EUI64 | None.

That is unpractical as almost always only EUI64 is expected. For now I decided to use the optional variant only in combination with msg.get(ATTR_IEEE).

[cdce8p]

To followup on it, I checked all websocket endpoints and service calls. As expected, almost all values for IEEE are required and thus it's safe to assume EUI64 for ATTR_IEEE. The exception here is the ´permit´ service / endpoint that is the only one for which it's optional.

PR to update the schema validators: #68353