Adicione um índice somente se não existir:
declare
already_exists exception;
columns_indexed exception;
pragma exception_init( already_exists, -955 );
pragma exception_init(columns_indexed, -1408);
begin
execute immediate 'create index ord_customer_ix on orders (customer_id)';
dbms_output.put_line( 'created' );
exception
when already_exists or columns_indexed then
dbms_output.put_line( 'skipped' );
end;