Word Index Refer to Numbered List not Page

The code I posted inserts a PAGE field rather than just a page number. That approach allows for the possibility subsequent edits will result in the indexed content appearing on a different page.

I don't get any such error when running the code. Are you using it exactly as posted and selecting the content to be indexed?

I did say that would happen... See my reply of January 15.

but that special character still shows up in the index when I insert the index at the end.  

That was the intention. The non-breaking space doesn't print and, if you click on the ¶ symbol on the Ribbon's home tab, the symbol that looks like º will disappear.

I think I can simply forget about the page number and rely with the paragraph number, since the paragraphs are numbered, so there is not need to go to specific page number

…

I think I should just forget about the page numbers.

Do be aware that, with the \t switch (which is what you need to report the paragraph #), the entries will be reported will be reported in descending order:

Apple. 2, 1

Try:

Sub Demo()

Application.ScreenUpdating = False

ActiveWindow.View.ShowFieldCodes = True

With Selection

  ActiveDocument.Indexes.MarkEntry Range:=.Range, _

    Entry:=.Text & " PL", EntryAutoText:=.Text, Bold:=False, Italic:=False

  .End = .End + 1

  With .Fields(1).Code

    .End = .End - 2

    .Start = .End - 2

    .Font.Bold = True

    .Collapse wdCollapseEnd

    .InsertBefore Chr(160)

    .Font.Bold = False

    .Collapse wdCollapseEnd

    .Fields.Add Range:=.Duplicate, Type:=wdFieldEmpty, _

      PreserveFormatting:=False, _

      Text:="STYLEREF ""Default Paragraph Font"" \n"

  End With

End With

ActiveWindow.View.ShowFieldCodes = False

Application.ScreenUpdating = True

End Sub

This will produce:

Apple PL ‎1, 1

Apple PL ‎2, 2

Apple PL ‎3, 3

Apple PL ‎4, 5

Apple PL ‎5, 8

where the number after PL is the paragraph # and the number after the comma is the page #.

That is not how an Index works. What you'd ordinarily get is something like:

A

Apple, 2, 3, 4, 5

where the numbers are page or paragraph references. To get what you want, every XE field would have to be unique, perhaps by including the PL & paragraph # in the XE field's argument, rather than as a switch.

Try:

Sub Demo()

Application.ScreenUpdating = False

Dim Fld As Field, strnum As String

For Each Fld In ActiveDocument.Fields

  With Fld

    If .Type = wdFieldIndexEntry Then

      Do While .Code.Characters.Last = " "

        .Code.Characters.Last = vbNullString

      Loop

      Do While .Code.Characters.Last.Previous = "."

        .Code.Characters.Last.Previous = vbNullString

      Loop

    End If

  End With

Next

Application.ScreenUpdating = True

End Sub