That sounds like an interesting book and a good question about whether indexing the narrative legitimizes the fiction. If I understand correctly, the fictional story itself would be indexed, not just the research presented in the back matter?

I’m assuming that the book is being presented in such a way that it is clear to readers that this is historical fiction. So in that sense, I don’t think the index would legitimize the fiction. The index would simply point towards names, places, and events within the fictional work, which is what all indexes do–point back to the text.

To avoid readers mistaking fiction for fact, you could also be clear, with yourself and the reader, about which names, places, and events are being picked up. Will only the historically accurate people, places, and events be indexed? Or will all people, places, and events be indexed, including the fictional ones? A short headnote at the beginning of the index can explain what is included and why, which should set reader expectations.

All the best with the project! Sounds like a neat one.