Introduce whitelisted folders for external data validation #10188

Job	Run time
Build Linux arm64 Release / build_test_pipeline	35m 6s
Build Linux arm64 Debug / build_test_pipeline	44m 25s
Build Linux x64 Release with training / build_test_pipeline	14m 44s
Build Linux x64 Debug (ASan) / build_test_pipeline	32m 41s
Build Linux x64 Release / build_test_pipeline	27m 30s
	2h 34m 26s

Provide feedback