In highlighting math, JPi defined \hlfancy a breakable box to highlight text involving math.
In How to refer to indexed words, Andrew defined \INDEX and \DEX to refer to indexed words which work fine when the reference is in a tcolorbox or in a \colorbox but not in a \hlfancy box where it causes an error.
To see, uncomment %\hlfancy{yellow}{A reference in an hlfancybox: \DEX[aaaa]{aaaC}} in the following minimum working example:
\documentclass[11pt]{book}
\usepackage{makeidx}
\usepackage{tcolorbox}
\usepackage{xcolor}
%Begin breakable hlfancy boxes. See https://tex.stackexchange.com/questions/318991/highlighting-math
\usepackage{soul}
\newcommand{\mathcolorbox}[2]{\colorbox{#1}{$\displaystyle #2$}}
\newcommand{\hlfancy}[2]{\sethlcolor{#1}\hl{#2}}
%End breakable hlfancy boxes.
\usepackage{makeidx}
\makeindex
\usepackage{tcolorbox}
%==================Begin HYPERREF
\usepackage[hyperfootnotes=false]{hyperref}%[pdfborder={0 0 0}]
%Begin the ``quick and dirty hack'' due to Heiko Oberdiek which loads showidx
\makeatletter
\ifHy@hyperindex
\def\HyInd@ParenLeft{(}%
% Hook in \HyInd@@wrindex
\let\HyInd@showidx\@empty
% Hook in \HyInd@@wrindex for package showidx
\def\HyInd@showidx#1{%
\@showidx{#1}%
\if@nobreak
\ifvmode
\nobrak
\fi
\fi
}%
% Load package showidx
\let\siOrg@makeindex\makeindex
\let\siOrg@@index\@index
\let\siOrg@@wrindex\@wrindex
\let\siOrg@index\index
\RequirePackage{showidx}
\let\makeindex\siOrg@makeindex
\let\@index\siOrg@@index
\let\@wrindex\siOrg@@wrindex
\let\index\siOrg@index
% rest of hyperref part
\@ifpackageloaded{multind}{%
\let\HyInd@org@wrindex\@wrindex
\def\@wrindex#1#2{\HyInd@@wrindex{#1}#2||\\}%
\def\HyInd@@wrindex#1#2|#3|#4\\{%
\ifx\\#3\\%
\HyInd@org@wrindex{#1}{#2|hyperpage}%
\else
\def\Hy@temp@A{#3}%
\ifx\Hy@temp@A\HyInd@ParenLeft
HyInd@org@wrindex{#1}{#2|#3hyperpage}%
\else
\HyInd@org@wrindex{#1}{#2|#3}%
\fi
\fi
}%
}{%
\def\@wrindex#1{\@@wrindex#1||\\}
\def\@@wrindex#1|#2|#3\\{%
\ifx\\#2\\%
\protected@write\@indexfile{}{%
\string\indexentry{#1|hyperpage}{\thepage}%
}%
\else
\def\Hy@temp@A{#2}%
\ifx\Hy@temp@A\HyInd@ParenLeft
\protected@write\@indexfile{}{%
\string\indexentry{#1|#2hyperpage}{\thepage}%
}%
\else
\protected@write\@indexfile{}{%
\string\indexentry{#1|#2}{\thepage}%
}%
\fi
\fi
\endgroup
\HyInd@showidx{#1}%
\@esphack
}%
}%
\fi
\makeatother
%End the ``quick and dirty hack'' due to Heiko Oberdiek which loads showidx
\usepackage{cleveref}
%Begin the Sharpe code as modified by Schulz (2016-02-1)
\let\oldopenparen\(
\let\oldcloseparen\)
\def\({\protect\oldopenparen}
\def\){\protect\oldcloseparen}
%End the Sharpe code as modified by Schulz (2016-02-1)
%Begin referring code
\newcommand{\INDEX}[2][]{%
\if\relax\detokenize{#1}\relax\index{#2}\label{ind:#2}%
\else\index{#2}\label{ind:#1}\fi%
}
\newcommand{\DEX}[2][]{%
\if\relax\detokenize{#1}\relax\hyperref[ind:#2]{#2} (\Cpageref{ind:#2})%
\else\hyperref[ind:#1]{#2} (\Cpageref{ind:#1})\fi%
}%
%End referring code
\newcounter{abc}%
\newtcolorbox%
[%begin code for tcolorbox
use counter= abc,
number within=chapter,
number freestyle={\noexpand\thechapter.\noexpand\arabic{\tcbcounter}~\noexpand\mytitleagree},%Used to make for LONG titles in the references.
crefname={definition}{definitions},
Crefname={Definition}{Definitions},
]%endForReferences
{greement}
[2][]%
{%
detach title,
coltitle=black,
nameref={#2},%
before upper={\tcbtitle\quad},
code={\gdef\mytitleagree{#2}},%Used to make for LONG titles in the references.
title=DEFINITION \thetcbcounter,%
#1,%Required for references.
}%
%End code for tcolor box
\makeindex
\begin{document}
A word \textbf{aaaa}\INDEX[aaaa]{aaaa} in some text
\begin{greement}[label={abc:3-1}]{Title}
A reference \DEX[aaaa]{aaaA} in a tcolorbox
\end{greement}
\colorbox{yellow}{A reference in a colorbox: \DEX[aaaa]{aaaB}}
%\hlfancy{yellow}{A reference in an hlfancybox: \DEX[aaaa]{aaaC}}
\printindex
\end{document}

https://tex.stackexchange.com/questions/393821/how-to-refer-to-indexed-wordsbut logged in as other user... don't ask why – Nov 10 '17 at 14:39