The infamous 5000 Threshold view limit [1, 2, 3] is a well-known struggle.
One often suggested solution is to "plan ahead", and let's imagine we have done this and indexed our most important columns, or they have been autoindexed, and our views return less than 5000 items ‒ what kind of limitations will still remain?
There is an overview on support.office.com of blocked operations:
- Create or remove an index.
- Use the Open with Explorer command.
- Filter and sort based on non-indexed columns.
- Set permissions.
- Show totals.
- Save a list as a template with data.
- Other operations
- Delete a folder or list.
- Change a column or column type (except a name change).
- Enable or disable list attachments.
- Create a lookup column that enforces a relationship.
- Copy or rename a folder.
I'm not sure if all the points above applies after indexing.
I don't know if they apply to both libraries and plain lists.
I also think there might be other limitations, especially in relation to JSOM, REST or Workflows, for example:
- Filtering on multi lookup columns.
- Not all field types can be indexed.
- Filtering (with CAML) by text on lookup fields, even single lookup.
OrderByon text fields in CAML, even when fields are indexed (CSOM, JSOM, REST).
$orderByin OData works.
- Setting multi lookup values when target list is a library.