Question: "Did the high priest have a rope tied to him when he entered the Holy of Holies?"
Answer: There is a tradition that the high priest of Israel would enter the Holy of Holies in the tabernacle or temple with a rope tied to his foot and/or with bells around his waist. Tradition says that when the high priest went into the Holy of Holies on Yom Kippur during the last couple of centuries of the temple, a scarlet rope was tied to his foot. A priest in the Holy Place tended the other end of this rope, which had a purpose. If the high priest's sins were not atoned for properly, he would die in the presence of the shekinah—the glory of God—that filled the Holy of Holies. Since nobody else could enter that part of the temple without also dying, the priests felt they needed a way to retrieve the body of the high priest, if necessary. That was the purpose of the rope—to pull the body out. The bells jingling would be the sign that the priest had fallen to the ground dead.
If this tradition is true, it would be a powerful reminder of God's holiness and how we should praise Jesus for the direct access to God's throne He provides! However, the Bible does not record such a practice. In fact, the Bible has specific instructions regarding what the high priest can and cannot wear (Exodus chapters 28-35). It seems highly unlikely that God would allow this practice.