What do you mean by indexed?
Basically 'connected to'. Meaning, for each stage there is an area to enter text for the diary. If the quest is set to a stage, and that stage has text there, it's displayed. If that stage has no text, it continues to show whatever text it was showing before. (From earlier in the quest, or no text if the quest just started)
Can you provide a screenshot of the Quest Stages tab of your quest, with a stage that should show diary text selected? It's fairly straightforward and should be showing up if you have it set up correctly.