I get that SoS needs to be installed separately across the search-heads, peers and master. But should the sos and sos_summary_daily indexes be added to the cluster replicated indexes?
There's no intrinsic need to replicate those indexes unless you want to ensure that they data they hold - the output of S.o.S scripted inputs - is resilient to one or more indexer failures.
You do need the indexes to be at the least defined on the peers if you plan to run the S.o.S scripted inputs there. The replication factor they should be subjected to is up to you.