What you are describing is sorta already a thing, take a look at sia[0], which is a coin? used to purchase long-term data storage. You can't really scan the chain as far as I understand it but why not host the entire index on sia as well?
I would store the data on the bitcoin chain because there is an enormous amount of value (hundreds of billions of dollars) that hinges on the continued existence of that chain.
[0]: https://sia.tech