This is a combination of two fields: The Index Entry (XE) field and the Index field. You may need to edit them manually. Each part needs a different identifier in the entry fields. The different indices need different identifier switches.

I believe that to edit fields you would use Opt+F9. You may also need to display hidden text. Cmd+* (Cmd+Shift+8)?

(I do not use a Mac, so the keyboard shortcuts are a guess.)