If the index exists on your indexers and If it is happening from clustered indexers, has worked fine until the message was found, just all of a sudden it complains about the error after an activity on the cluster.
Check if the index gets disabled by splunk instance. If then this must be the cause of the message. You may need to check if you have any bucket id conflicts like below which is caused by bucket replication ;
ERROR IndexerService - Error intializing IndexerService: idx=MyIndex bid=MyIndex~25~9B9D1F9-8EA5-4C73-BCC4-6C7C65E2AB5A
bucket=rb_1466615370_1466529185_25_9B9D1F9-8EA5-4C73-BCC4-6C7C65E2AB5A Detected directory manually copied into its database, causing id conflicts [path1='C:\splunk_indexes\MyIndex\db\db_1466615370_1466529185_25_9B9D1F9-8EA5-4C73-BCC4-6C7C65E2AB5A' path2='C:\splunk_cold_indexes\MyIndex\db\rb_1466615370_1466529185_25_9B9D1F9-8EA5-4C73-BCC4-6C7C65E2AB5A'].
You would need to figure out the bucket conflicting issue by removing or moving it to somewhere Splunkd doesn't know.
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