I was able to replicate the bug on Windows 7 Professional and Windows 10 home. Both of these systems were running OpenOffice 4.1.2. While I was unable to get the exact formatting shown in the sample file provided by jy1, I was able to replicate the main problems for both alphabetical and user-defined indexes. These problems were:

Instead of showing the number of the chapter that an indexed word appears in, the index displays “??”
Instead of showing the title of the chapter an indexed word appears in, the index displays the entire line containing the word that was indexed

Steps to reproduce:
1. Create a new OpenOffice Text Document
2. Create some chapter titles using the style “Heading1”
3. Highlight the chapter titles you created and click the “Numbering On/Off” button to apply numbers to the chapters
4. Type some sample text under one or more of the chapter titles in the “Text Body” style
5. Select some of the sample text that you would like to be indexed. You do this by highlighting the text, then clicking Insert > Indexes and Tables > Entry. From here you must choose either Alphabetical or User-Defined Index. After you have chosen what type of index the selection will be filed under, click “Insert” and close the dialogue box. The selection should now appear to be highlighted in grey, and when you hover your mouse over your selection it will give you information about the index entry.
6. Click on your screen where you would like to put your index and navigate to the Insert Index/Table options by clicking Insert > Indexes and Tables > Indexes and Tables
7. Under the “Index/Table” tab you should see a drop down box labeled “Type”. Change this to either Alphabetical Index or User-Defined Index
8. Click on the “Entries” tab. Find a button labeled Chapter info and click it. A new drop down box labeled Chapter entry should have appeared. Change the value in this drop down box to “Number range and description”
9. Press the “OK” button 

At this point you should see either the alphabetical or User-Defined index depending on what you chose to do. Under this index you should see an entry that looks something like:

?? the quick brown fox jumps over the lazy dogfox………………………………………………1

Where “fox” was the word you indexed and “the quick brown fox jumps over the lazy dog” is the line fox was indexed from.

I attached a document I created that shows this issue.

Created attachment 85304 [details]
Alphabetical Index fails to show chapter information

Reproduced on Windows 10 Pro and Mac OS 10.11.3. Both were running OpenOffice 4.1.2 AOO412m3 (Build: 9782) – Rev. 1709696. Steps followed and results produced were the same as cwinget2014@my.fit.edu.

A further issue was noticed while experimenting with this bug. After creating the index, if the user wishes to change the Structure and Formatting of the table, the changes stack for each new entry format instead of updating the entry.

How to replicate:

1. Create a new OpenOffice text document.
2. Enter the text: “Heading 1”
3. Press Ctrl+1 to make that line have the Heading 1 type, or go to the box in the top-left of the screen that says “Default” and change it to “Heading 1”. You should see an increase in size of the text immediately.
4. Press enter and type “Test 1” below it. The text should be normal size and have the type “Text body”.
5. Highlight the text “Test 1”.
6. Go to Insert -> Indexes and Tables -> Entry…
7. In the index text box, select Alphabetical Index.
8. Click Insert and close the Insert Index Entry window. “Test 1” should now be highlighted in gray.
9. Press enter a few times and go to Insert -> Indexes and Tables -> Indexes and Tables.
10. Under Type, select Alphabetical Index.
11. Click the “Entries” tab at the top of the window. Click the box under Structure and Formatting called “Chapter Info”. 
12. Under Chapter entry, change the value from “Number range only” to “Number range and description”.
13. Click OK.

The original bug should now be replicated and the alphabetical index should show as its first entry, “??Test 1Test 1”.

14. Now, right-click the Alphabetical Index and click “Edit Index/Table”.
15. The Entries tab should still be open, but Chapter Info should not be selected. Go ahead and click the Chapter info box again and change the Chapter entry to “Description only”, simulating a user who no longer wanted to have the number range included in the entries.
16. Click OK.
17. The entry should now read “Test 1?? Test 1Test 1”, where the first “Test 1” is what should have been the only thing to appear. However, the text has instead been concatenated with the previous entry.
18. Repeatedly editing the index to try and fix it only makes the problem worse, making the entry lines extremely long and unreadable.
19. Adding more entries and updating the table by right-clicking -> Update Index/Table shows that the new entries now also have the same problem.

Note that this behavior does not occur for the Table of Contents index, only Alphabetical and User-Defined. Also note that this concatenation error occurs regardless of whether or not the original posted bug has been replicated, so it might be considered a separate bug.

This was tested on both Windows 10 Pro and Mac OS 10.11.3 as well.

Created attachment 85344 [details]
Entry concatenation example document

Descriptions of what was performed to obtain the results in each table are provided within the document.

Summary: I was successfully able to reproduce this bug on Windows 10 and AOO 4.2.0. When trying to make an alphabetical or user-defined index, the index will display the page number as ??. In addition, instead of listing the indexed word and chapter title, the index displays the entire line that the indexed word appears in. I used the same exact steps to reproduce as in comment #1.


Version: 4.2.0 AOO420m1(Build:9800)  -  Rev. 1692551

Specs:
OS: Windows 10 64-bit
Processor: Intel 17 2600k 3.4 Ghz
Graphics Card: Nvidia GTX 770 (2gb VRam)
RAM: 8 GB
Monitor: Asus 24" Monitor