InDesign can't alphabetize proper names correctly.

non-breaking space to fix would be my solution too 

Find

\u\l+\K +(?=\u)

That should find a space between an

Upper case followed by lowercase (+ indicates all lowercase letters when following the \l

there's a blank space there but you could use \h 
as here \u\l+\K\h+(?=\u)

that would be any horizontal space (including tabs so be careful)

and (?=\u) is to look ahead for an upper case letter

So it should find all instances of 

Xxxxx X

and replace with non breaking space

True, but I can finish the index and then sort it with the sortparagraph function at the end.

Thank you. This is very clear.

I was just using the index generating function. Ah! It works. Thanks very much!