We experimentally demonstrate the generation of microwave signals with linewidths below 3 Hz and a tuning range over 35 GHz from a semiconductor laser subject to optical injection and opto-electronic feedback. The feedback loop uses neither a microwave spectral filter nor an amplifier to achieve a reduction in the microwave linewidth of six orders of magnitude. Two microwave frequencies, 25.4 and 45.9 GHz, are chosen to highlight single-sideband phase measurements of -105 and -95 dBc/Hz at a 10-kHz offset, respectively. Finally, we demonstrate that longer-term stability can be further improved via asymmetric mutual injection.