MWE
\documentclass[a4paper,11pt]{book}
\usepackage[T1]{fontenc}
\usepackage[utf8]{inputenc}
\usepackage{lmodern}
\usepackage[turkish]{babel}
\usepackage{makeidx}
\usepackage{multicol}
\usepackage{multirow}
\makeindex
\usepackage{filecontents}
\begin{filecontents}{\jobname.mst}
heading_prefix "{\\bfseries\\hfil "
heading_suffix "\\hfil}\\nopagebreak\n"
headings_flag 1
delim_0 "\\dotfill"
delim_1 "\\dotfill"
delim_2 "\\dotfill"
\end{filecontents}
\begin{document}
a
\index{Özgür}
\newpage
b
\index{Şemsiye}
\newpage
c
\index{Çatal}
\printindex
\end{document}
And output,
And texindy -L turkish -M lang/turkish/utf8 filename.idx
in terminal/console,
and output
Does anyone know how to fix it?
Herbert's answer
\jobname.mst
.sort.mst
and MakeIndex will see it and load it for making the index. But Xindy never looks at that file, which is specific for MakeIndex.