Hi Damien, Splunk Licensing is restrictive from an indexer perspective rather than an "index". Simply put an indexer can index a set amount of data per the license configured on it.
So, if you are saying you want to index the data locally (say on Site 1) and forward the "same" data to a second set of indexers in Site 2 for indexing again... you will be wasting you license (doubling the license consumption to be exact).
But if you are just asking if it's possible to set a license master on a single site and point all the other indexers (slaves) to the license master ... then yes. You can do that. You can set license pools for each of your sites (with set data limits) and allocate indexers to the pools as fits your needs.
Since your current intention seems to be to index and forward... you may gain by considering other ways to achieve the same end goal by considering multisite clustering options or even having distributed searcheads (searchheads having access to all your indexers across all sites) and avoiding double indexing.