[CI] Add wheel preinstallation for job IndexRefDocVerify and fix azure-firewall test recordings

[haroldrandom]

Azure CLI no long depends on wheel Azure/azure-cli#13230, have to add it explicitly on CI.

Otherwise, the job would fail https://dev.azure.com/azure-sdk/public/_build/results?buildId=375020&view=results

---

This checklist is used to make sure that common guidelines for a pull request are followed.

General Guidelines

• Have you run azdev style <YOUR_EXT> locally? (pip install azdev required)
• Have you run python scripts/ci/test_index.py -q locally?

For new extensions:

• My extension description/summary conforms to the Extension Summary Guidelines.

About Extension Publish

There is a pipeline to automatically build, upload and publish extension wheels.
Once your PR is merged into master branch, a new PR will be created to update src/index.json automatically.
The precondition is to put your code inside this repo and upgrade the version in the PR but do not modify src/index.json.

[azuresdkci]

If this PR is for a new extension or change to an existing extension, use the following to try out the changes in this PR:

docker run -it microsoft/azure-cli:latest
export EXT=<NAME>
pip install --upgrade --target ~/.azure/cliextensions/$EXT "git+https://github.com/haroldrandom/azure-cli-extensions.git@add-wheel#subdirectory=src/$EXT&egg=$EXT"

[yonzhan]

add to S169