Christian:

Once your CDX is corrupted there nothing that you can do to recover. You need to delete the CDX and rebuild again. The best way is maintained a database warehouse that have all the information about your databases and index. In any case that your index get corrupted or damage you just call that program or subrutine and rebuild them from scratch.

If you are working with DBC you always will get the warning message but you just can ignore or trapped in a error routine.