My Ultegra doesn’t index either.
New cables ( genuine Shimano inner & outer), new rear mech, hanger straight-checked by me in the shop using the Park alignment tool.
Gives the impression of sticky cables but just doesn’t seem to improve at all.
The Tiagra on my commuter however is faultless, as is the new Ultegra 11sp.
I now just ride the thing & put up with the fact it doesn’t work as well as it should!