I've just noticed that you could also make mistake when constructing your url. You're using ${AZ_DEVOPS_ORG_NAME}, but this is not an f-sting. Try the same approach as mine.

TOKEN = YOUR_TOKEN
ORGANIZATION = YOUR_OGRANIZATION
PROJECT = YOUR_PROJECT

%pip install azure.identity --index-url "https://{TOKEN}@{ORGANIZATION}.pkgs.visualstudio.com/{PROJECT}/_packaging/MyTestFeed/pypi/simple/"