I just wrote this in an answer to the OP's other question on this topic, but for reasons of self-containedness, let me just reproduce the relevant part again:
This is an open question, which is explicitly stated in the paper
Adams, Jared; Freden, Eric; Mishna, Marni, From indexed grammars to generating functions, RAIRO, Theor. Inform. Appl. 47, No. 4, 325-350 (2013). ZBL1286.68331.
They also provide some examples which they conjecture to be inherently ambiguous indexed languages:
Consider Crestin’s language of palindrome pairs defined by
$L_{Crestin} = \{vw : v, w \in (a|b)^* , v = v^R w = w^R\}$. It is a
“worst case” example of an inherently ambiguous context-free language
(see [8] and its references). We conjecture that $L_{Crestin}$ remains
inherently ambiguous as an indexed language.