[CI] Use local setuptools wheel for build dependency when testing from custom index

[abravalheri]

This is an attempt to fix #5108, even if quick-and-dirty.
It is the most direct/simple change I could think off that would fix the issue in the CI with this test specifically.

Summary of changes

Closes #5108

Pull Request Checklist

• Changes have tests
• News fragment added in newsfragments/.
  (See documentation for details)

[abravalheri]

The macOS error is being handled in #5107.

Maybe cygwin will have some problems with formatting instability (old version of ruff).

[Avasam]

The macOS error is being handled in #5107.

I think you meant #5106 ? (although both are relevant to reference and trying to fix the same issue)

Maybe cygwin will have some problems with formatting instability (old version of ruff).

Ruff install is already skipped on cygwin 😃

setuptools/pyproject.toml

Lines 116 to 121 in 8825a5b

	"pytest-ruff >= 0.2.1; sys_platform != 'cygwin'",
	# local
	# Removal of deprecated UP027, PT004 & PT005 astral-sh/ruff#14383
	"ruff >= 0.8.0; sys_platform != 'cygwin'",

[abravalheri]

Thanks Avasam.

Yes that is correct :P