Since you are trying to give read and write permission to all groups by selecting everyone, and you mention that the only thing different to when you could do this for the other dashboard vs for this one is the index, then the read permission on index might be playing a role. However, given the error says Cannot override existing app object please explore these which can play a role rather before index access plays a part:
1) Permission access at an overall app level - The overall app (custom app) where this dashboard is created does not allow read/write/access to all the user groups which you are trying to give access to by clicking everyone for read/write as a choice. Since the error mentions same as well, so this is highly probable case and might not be applicable ONLY if both dashboards are in same app and you were able to do it for other dashboard in same app.
2) Permission as a user : Slim chances of this but you might want to get your permissions as a user checked up where you might not have permission to create non-private dashboards.
How to solve it?
If you have multiple groups in your organization and you are part of a group then try to give read/write permission to only that group first. If it still fails then your user privileges have been downgraded to only have private dashboards than when you created the other "access all" dashboard. Might want to talk to admin now :).
If you are able to share to your group in the app, then for sure it is the access to app level permission which playing their part here.
