CI: move pipelines & mypy

[Borda]

What does this PR do?

fix missing mypy in #815 and move Azure pipelines to own folder

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• Was this discussed/approved via a Github issue? (no need for typos and docs improvements)
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• Did you make sure to update the docs?
• Did you write any new necessary tests?

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[codecov]

Codecov Report

Merging #835 (a4ae3c8) into master (6131d82) will decrease coverage by 12%.
The diff coverage is 100%.

@@          Coverage Diff           @@
##           master   #835    +/-   ##
======================================
- Coverage      95%    83%   -12%     
======================================
  Files         167    167            
  Lines        6896   6896            
======================================
- Hits         6554   5703   -851     
- Misses        342   1193   +851