Azure is known to provide recommendations on the creation of database indexes as a method of improving performances similar to the screen capture below.
Our engineering team recommends against creating these indexes as they have been known to bring customers' sites down after creation, and can require a database rollback to resolve. If there are any indexes that are desired for review customers can submit tickets to our application support to review with engineering. Reviewing these indexes can take time, and there is no guarantee that the index would be approved for the site. See the article Azure SQL automatic-tune breaks DDS mappings for feedback regarding the Azure SQL automatic-tune feature.
When an index is added an error like the following might appear on the site relating to the site down. The exact type in the error can be different based on the index that gets added to the site.
EPiServer.Data.Dynamic.StoreInconsistencyException: The Type 'EPiServer.Commerce.Catalog.Linking.AssociationGroupDefinition' needs to be remapped in the Dynamic Data Store, see the Errors collection for more information.
Remapping can be done by applying the EPiServer.Data.Dynamic.EPiServerDataStoreAttribute attribute to the type,
setting its AutomaticallyRemapStore property to true and ensuring the <episerver.dataStore><dataStore> autoRemapStores attribute in web.config is set to true (or is not defined).