I know that once an event is indexed, it cannot be modified. But is that specifically stated somewhere in the Documentation? I need to provide proof of it for security documentation.
It depends what you consider valid evidence, How Splunk Stores Indexes states "Data rolled from hot. There are many warm buckets. Data is not actively written to warm buckets. "
Revealing the Magic - The Lifecycle of a Splunk Search is a 2017 conf presentation but a bit more explicit:
"Warm buckets are event immutable"
Also manage data integrity is based on computing hashes of raw data in a warm bucket and therefore that makes no sense if your allowed to modify the data...however I'm not sure if that's good enough...