Is it true that a rope was tied around the high priest’s ankle when he went once a year into the Holy of Holies, in the event he died--- he could be pulled out--- because no other person was allowed to enter? Where is this documented?

If it's true or not - we can't be sure, there are a list of Halachic problems involved in doing so. The source is in the Zohar (Acharey Mot 67:1). Since the source is Nistar and such a practice contradicts Halacha in some places it remains unclear if the Zohar is discribing the actual happenings or if it is just describing the feeling that followed the Cohen in to Kodesh Hakodashim. (According to Rabbi Yisrael Ariel in Machzor Hamikdash)