Verifying the index exists is exactly the point. I have seen SAS7BDAT and SAS7BNDX files share the same folder, but be divorced because of some file copy problem. The reason for checking the contents is to ensure they are associated, because if they are not, you cannot use the index on the table. Indeed your comment about delivery immediately suggests to me that you have a potential problem with the table being correctly indexed.
So, once again, verify first of all that the table is indexed and that the SAS System recognises it as such. Where you have a table that should be indexed, and it isn't because the index wasn't delivered (just what sort of process is this????) then you can recreate the index by using the DataSets Procedure and the Repair option in a code node. I haven't tested it, but if an old SAS7BNDX file existed, then using the repair option will cause the replacement of the file with the correct index.
I would also expect that Index Delete in the DataSets Procedure will remove an index association, although I haven't tested to see the outcome when the association is incorrect. In that case I would expect some appropriate messaging in the log. Setting the option MsgLevel to I (Informative) should give you a very clear indication of any steps SAS takes to repair an index association.
Can you create from within EG? I don't know, and possibly not through a GUI. But once again, the DataSets procedure will come to your aid with a command similar to the one you report.
Kind regards
David