Should I index the names under the "losses during the month" list on the "enlisted and officer muster rolls and rosters" ?
After reading through the Project Instruction, it does not say anything about losses during the month. It did say that any transfers on heet to you date at top of page for the date. From that information, i would say that you do index the "losses during the month".
Yes, you do index those losses. From the What to Index Section of the Project Instructions: