Add typing to callbacks

[rohitgr7]

What does this PR do?

Part of: #5023
Follow up: #9786
forgot to update typings there
also added for a few more modules.

Does your PR introduce any breaking changes? If yes, please list them.

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[codecov]

Codecov Report

Merging #10001 (e27ac5a) into master (3f355d0) will decrease coverage by 0%.
The diff coverage is 100%.

@@           Coverage Diff           @@
##           master   #10001   +/-   ##
=======================================
- Coverage      93%      93%   -0%     
=======================================
  Files         179      180    +1     
  Lines       15822    15876   +54     
=======================================
+ Hits        14660    14707   +47     
- Misses       1162     1169    +7     

[awaelchli]

nice

[tchaton]

LGTM !