We have suggestions from our DB team to add some indexes on broker database. I know that in general database modifications should be off limits (not supported), but it looks to me that adding indexes on tables shouldn't be a problem (since indexes are not changing structure of data). So my question is if, and which modifications over broker database are supported?
Changing (or adding) an index may not seem like a big deal (and I would agree with this view) except that it will very likely break the database upgrade scripts whenever you decide to move to a future version.
I have had this exact scenario recently where we had to remove the extra indices that were added before being able to successfully run the upgrade. So... the proper way about it is:
Tell support "we're having performance issues with operation X and we think (or we tried in a sandbox) adding index on Table A Field B with these parameters fixes it".
1.1. Best case scenario: You get a hotfix that does exactly that, and future upgrade scripts take this into account
1.2. Worst case scenario: You don't get a hotfix, you do it anyway, and you make sure that this is very documented in an obvious way (meaning, not an email that everyone will read and forget) so that whenever someone does an upgrade they make sure to take backups and try the upgrades a few times - and go delete the extra indices as needed - until the upgrade script works.
The best way forward is to contact SDL Customer Support, propose the changes and see what their thoughts are.
Indices are not changing the structure of the data, but you don't want future product upgrades to be blocked either if your indices are in the way of database changes. So to be on the safe side: check with Customer Support or evaluate if the change is really needed.
Suggestions to change or improve the product can be made here on Tridion Sites Ideas.
What kind of indices did you make? I guess it is for an performance improvement?