I don’t know, whether this works with xindy, but with makeindex you can do one simple thing as workaround:
Put this index entry somewhere later in the document, where you are sure, that there is a new page created. At the place, where it thematically belongs, you could then add a comment as hint.
Edit:
This MWE works fine here with makeindex. Try it out with xindy.
\documentclass{article}
\usepackage[latin,english]{babel} % needed for "blindtext",
% "english" is the active language
\usepackage{blindtext,lipsum,kantlipsum}
\usepackage{makeidx}
\makeindex
\begin{document}
\section*{Package \texttt{blindtext}}
\subsection*{English blindtext}\index{blindtext (package)!english}
%%% see below before section "kantlipsum" for
%%% \index{blindtext (package)!english|seealso{kantlipsum}}
\blindtext[1]
\subsection*{Latin blindtext}\index{blindtext (package)!latin}
%%% see below before section "kantlipsum" for
%%% \index{blindtext (package)!latin|seealso{lipsum}}
{\selectlanguage{latin}% note the grouping
\blindtext[1]}
\newpage
\index{blindtext (package)!english|seealso{kantlipsum}}
\index{blindtext (package)!latin|seealso{lipsum}}
\section*{Package \texttt{kantlipsum}}\index{kantlipsum}
%%% see below before "\printindex" for
%%% \index{kantlipsum|seealso{blindtext (package) with english option}}
\kant[123]
\section*{Package \texttt{lipsum}}\index{lipsum}
%%% see below before "\printindex" for
%%% \index{lipsum|seealso{blindtext (package) with latin option}}
{\selectlanguage{latin}% actually not needed here
\lipsum[123]}% note the grouping again
\newpage
\index{kantlipsum|seealso{blindtext (package) with english option}}
\index{lipsum|seealso{blindtext (package) with latin option}}
\printindex
\end{document}
The comments with three percent signs are these, what I called “hints”. If this does not work with xindy, then I’m as clueless as you.
But should there be a reason, that this is not possible with xindy?