I discovered whilst researching https://github.com/scoutapp/scout_apm_python/issues/150 that the index parameter for all methods also supports a list of strings, but this isn't documented here. For example `elasticsearch-dsl-py` [always passes a list of strings](https://github.com/elastic/elasticsearch-dsl-py/blob/master/elasticsearch_dsl/search.py#L100). It's [`_make_path`](https://github.com/elastic/elasticsearch-py/blob/master/elasticsearch/client/utils.py#L44) that allows this to happen. This updates the relevant methods' documentation to indicate that it is supported.