Yes, these are the WiFi firmware blobs. They are provided in the UEFI archive, but it looks like the Debian Installer needs a bit more bugfixes, as it's unable to detect that they are provided, at the expected location, unless you unplug and replug the USB.
Also, parts of D-I seems to choke on spaces in the blobs name, even though it does generate these names itself. For instance, it's supposed to generate a request for brcmfmac43455-sdio.Raspberry Pi Foundation-Raspberry Pi 4 Model B.txt (I believe it generates this from the ACPI data) but the chokes on the first space and asks for brcmfmac43455-sdio.Raspberry.
This didn't impact the installation though, the wired Ethernet connection worked just fine.
Indeed. It's only for WiFi, which I don't think has a stable kernel driver anyway (last time I tried after I made D-I accept all the blobs by unplugging/replugging the USB, it still wasn't able to connect to WiFi).
One small note: in the post-install section about eliminating the 3GB RAM limit, the raspberry logo displayed by the UEFI firmware is now in color, not black-and-white
Good point. The logo changed since I first wrote the guide. I have now updated it.