Document library 5000 item limit (But i have indexes)

Hi Guys,

We migrated one of our clients from SharePoint 2013 on premise to SharePoint Online.  There are a couple of document libraries where documents are in excess of 5000.  One library in particular has 14000 documents. We used ShareGate to copy the files.

Before we copied the files over, I created the document library structure and also created the indexes.

Here are the indexes we created.

Just to expand on the field types of the custom columns.

• Document Type (lookup field to another list)
• Facility Name (lookup field to another list)

But no matter what we do if we go to the "All Documents" view and try sort by one of the indexed fields, it throws the 5000 limit exception.  

Shouldn't the indexed columns allow us to overcome this?