I’m afraid this is a myth which is perpetuated in the NIV Study
Bible notes on Exodus 28:35. The notes say According to Jewish
tradition, one end of a length of rope was tied to the high
priest’s ankle and the other end remained outside the
tabernacle. If the bells on his robe stopped tinkling while he
was in the Holy Place, the assumption that he had died could be
tested by pulling gently on the rope. But you can’t always
believe the notes in your Bible. This myth appears to have
originated with the 13th century A.D. Jewish work, the Zohar: A
knot of rope of gold hangs from his leg, from fear perhaps he
would die in the holy of holies, and they would need to pull him
out with this rope. There is no evidence in any ancient source
that this is true. Besides, Leviticus 16:3-4 gives clear
instructions about what the high priest should wear, and it did
not include a rope. There is a helpful discussion of the myth at
the BiblePlaces blog (from which the above information was
obtained).