The obvious thing to do was to export the Master document used for ePub as PDF. The conversion worked and there was an index included in the PDF file. However, the reader of a PDF file normally expects there to be a table of contents in the document, emulating a printed work. So I then tried exporting the master document used for the print PDF.
The print PDF document looked fine on screen, but the table of contents was not hypertext linked (unnecessary for the printed edition). The reader may have not realized PDF provides a separate table of contents. So I created a third master document with hypertext linked table of contents. But this would add an addition step and I realized I could simply include hypertext links in the table of contents of the master document intended for printed books. The hypertext links appear dark blue for on screen, so they can be seen. I decided not to include the usual underlining of hypertext links, so when rendered for the printed book, the reader can't see what was a link.
I have now implemented this for:
There is still a problem with some pages being blank to allow correct pagination for print, which looks odd in an eBook. There are ways to have a PDF reader ignore blank pages, but I have yet to work out how.