Consider alphabetical anchor links on index

[piperhaywood]

Suggestion by Bec: Could be nice to have alphabetical anchor links on the index! Hurdles include:

• If the index is just a shortcode as it currently is, this means it could be used anywhere (on a page, on a post, etc.). If this is the case, we probably can’t place this where the page title would normally go, even though that would look nicest. Way around this would be to make the Index its own, permanent page, but this would reduce flexibility.
• What if the language is not using latin characters? TBH this is a problem with the existing index as well so will raise an issue for it.