discretionary hyphen in index marker

Have you tried manually adding the words to your user dictionary?
c:\Documents and Settings\<username>\Application Data\Adobe\FrameMaker\##\user.dct

Actual path may vary with release level, and certainly with OS platform.

Even easier might be to just type a DH (hex code \x04) into the Marker Text string in the Marker dialog.

long\x04word

gets encoded (shown here as MIF) as this in the IX.fm file:

<ParaLine

   <String `long'>

   <Char DiscHyphen>

   <String `word '>

   <Marker

    <MType 8>

One thing that doesn't seem to work is typing DHs into the word when asking spell checker to Learn it. Even for words it's never seen before, FM has its own idea where to hyphenate them, and ignores the \x04; this suggests plan A above.