Install-Azure.sql: include sp_Blitz and sp_ineachdb in Azure bundle

Now that sp_Blitz has Azure SQL Database support (BrentOzarULTD#3951), stop excluding
it from Install-Azure.sql. Also prepend sp_ineachdb.sql (which already
has Azure SQL DB support via BrentOzarULTD#3943) since sp_Blitz calls it at runtime
for per-database checks.

sp_BlitzBackups and sp_DatabaseRestore remain excluded — they depend on
xp_cmdshell and msdb backup history, neither of which work on Azure
SQL DB.

Closes BrentOzarULTD#3953

Co-Authored-By: Claude Opus 4.6 (1M context) <noreply@anthropic.com>

Author: BrentOzar

Documentation/Development/Build Installation Scripts.ps1

@@ -138,9 +138,17 @@ $InstallAllPath   = Join-Path $RepoRoot "Install-All-Scripts.sql"
 $InstallAzurePath = Join-Path $RepoRoot "Install-Azure.sql"
 
 # ── Install-Azure.sql ────────────────────────────────────────────────────────
-# All sp_Blitz*.sql except sp_Blitz.sql, sp_BlitzBackups.sql, sp_DatabaseRestore.sql, sp_BlitzFirst.sql
-$azureContent = Get-ChildItem -Path $RepoRoot -Filter "sp_Blitz*.sql" |
-    Where-Object { $_.Name -ne "sp_Blitz.sql" -and $_.Name -notlike "*BlitzBackups*" -and $_.Name -notlike "*DatabaseRestore*" -and $_.Name -notlike "*BlitzFirst*" } |
+# sp_ineachdb.sql must come first because sp_Blitz calls it at runtime.
+# All sp_Blitz*.sql except sp_BlitzBackups.sql, sp_DatabaseRestore.sql, sp_BlitzFirst.sql.
+# sp_BlitzBackups and sp_DatabaseRestore depend on xp_cmdshell / msdb backup history.
+# sp_BlitzFirst is appended last (same as Install-All-Scripts.sql).
+$IneachdbPath = Join-Path $RepoRoot "sp_ineachdb.sql"
+$azureContent = @()
+if (Test-Path $IneachdbPath) {
+    $azureContent += Get-Content -Path $IneachdbPath -Raw -Encoding UTF8
+}
+$azureContent += Get-ChildItem -Path $RepoRoot -Filter "sp_Blitz*.sql" |
+    Where-Object { $_.Name -notlike "*BlitzBackups*" -and $_.Name -notlike "*DatabaseRestore*" -and $_.Name -notlike "*BlitzFirst*" } |
     ForEach-Object { Get-Content $_.FullName -Raw -Encoding UTF8 }
 
 if (Test-Path $BlitzFirstPath) {