OK, answering my own question...
The analysis seems to be correct: if an index is defined in an indexes.conf file, which is contained in a .../default-directory, then this indexes will get recreated after a restart of Splunk! Even if this index was deleted completely. It will get the "deleted = true" flag, in the indexes.conf file residing in the .../local-directory.
Thus you have to comment out the stanza for the index to be deleted in the /default/indexes.conf and to add the contexts to the /local/indexes.conf, THEN the index will get deleted completly during restart and it will NOT be recreated. Weird logic... and an exeception to the rule of not editing .conf-files inside a /default-directory...
Have fun,
Stephan
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