Does Fiora, Peerless double her Might if Azir moves in alone then pulls a Sand Soldier?

Yes. Azir moves to the battlefield and his when-I-attack trigger goes on the chain first, but it does not resolve immediately. Fiora's when-I-defend trigger then goes on the chain while they are still 1v1, so she gets her doubling effect when the chain resolves backward. Only after that does Azir's effect move in his Sand Soldier. If you instead moved Azir and the Sand Soldier together in the same move without using Azir's effect, Fiora would not trigger.