Hubert Christiaen wrote:
> As the problem at this moment occurs only with the whole document, it's
> hard to give a test case. The previous version with index was 4.4 MB

Try to cut down the document by bisecting. This procedure actually might 
reveal what's wrong.

> The question is: is there a possibility of seeing some error messages from
> xindy?

Run LyX from a terminal. Also, you can make xindy write a log file via the -t 
<logfile> option. The log file will then be in the temporary directory.

> can it be run  separately to test on the idx file? Can there be some
> tracing of what is going on during index generation? Where are the
> parameters for xindy set?

Tools > Preferences > Output > LaTeX.

HTH,
Jürgen

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