I am adding my support to this request for having the ability to include inherited fields to indexes. I can currently do it manually by manually adding a line to the Entity class, e.g.
@ORM\Table(name="table_name")
@ORM\Table(indexes={@ORM\Index(name="index_name", columns={"field_a","field_b"})})
But the line that defines the index gets overwritten the next time I export from Skipper, so this is not a nice solution.