Unfortunately, I don't think there's an index for A&E, comprehensive or otherwise. A&E is woefully underappreciated, and an index would be a great resource for research. (
You should create one!)
I once bought a few copies in the 40s & 70s, looking for J. Eric Holmes contributions, and then later sold them. I typed up some of the contents for the auction, and then posted it here:
viewtopic.php?t=4850
(I note you posted in that thread previously, but didn't get a response).
Then, at the suggestion of grodog, I contacted Lee Gold directly, and she was able to quickly tell me which six issues had Holmes' contributions. I contacted her through the email address on the A&E website:
http://www.conchord.org/xeno/aande.html
Whatever information you do find, please post it here or in the thread above for future researchers. Based on the few issues I had, there's probably a lot with contributions by Sapienza and Simbalist. Each contribution is a mini-zine on different colored paper within the larger zine.
