If you switch to Draft view and show nonprinting marks, you will see the section breaks added by the multi-column index.

However, it is possible that you inadvertently added the section break(s) inside the index. That is going to cause trouble.

Here's how to avoid problems: Temporarily show field codes instead of field results by pressing Alt+F9; you'll find that your index is now displayed as { INDEX }. Make sure that there is a section break before the index and another one after. You can now unlink headers (footers) and add page numbers as required.

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Stefan Blom
Microsoft Word MVP

Microsoft 365 apps for business
Windows 11 Professional