[BLD] [CLN] Close assorted issues - bare exceptions, unused func
<s>- Removing numpy cimport from cython modules where feasible fixes the npy_deprecated1.7 ... warning.</s> <b>update</b> Nope!
- Catch specific exceptions in a handful of places.
- Removes unused function #19676
- Implement command-line option to enable cython coverage #21991

closes #19676
closes #21991
- [x] passes `git diff upstream/master -u -- "*.py" | flake8 --diff`
