Which filters or actions involve with index page for plugin?

There are only a few reliable filters for front end content, the_content being the only one that seems reasonably applicable. With that you can insert content in the post body.

There are also actions like template_redirect and template_include but I doubt those execute where you want them to and using them could be tricky anyway.

There is also a loop_start action that executes, as the name suggests, when the Loop starts. echoing content from that would be very prone to error though.

I don’t honestly know it there is a hook that will work for you.

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