This is the solution I found, thanks to help on loop mechanics from juanpa.arrivillaga. I imagine it's not too efficient, for that, look to other answers; however, this works without excess libraries.

def cut_overlapping_ranges(ranges):

  keep_ranges = []
  temp_ranges = ranges.copy()

  while True:
    range_position = 0
    if len(temp_ranges) == 0:
      break
    range_1 = temp_ranges[0]
    lb = range_1[0]
    ub = range_1[1]
    keep_ranges.append(range_1)
    temp_ranges.remove(range_1)
    while True:
      if len(temp_ranges) == 0:
        break
      try:
        range_2 = temp_ranges[range_position]
        if ((lb < range_2[0] < ub) or (lb < range_2[1] < ub)):
            temp_ranges.remove(range_2)
        else:
          range_position += 1
      except:
        break

  print(range)

  return

input is

[[0.0023, 0.0033],[0.0025, 0.0035],[0.0029, 0.0039],[0.0022, 0.0032],[0.0017, 0.0027],[0.0031, 0.0041],[0.0032, 0.0042],[-0.0005, 0.0005],[0.0014, 0.0024],[-0.0002, 0.0008],[-0.0006,0.0004],[0.0012, 0.0022],[0.0013, 0.0023],[0.0008, 0.0018],[0.0011, 0.0021]]

output is

[[0.0023, 0.0033],[-0.0005, 0.0005],[0.0012, 0.0022]]