Late answer, but I thought you might be interested.
I've been working on our Cobol system for over 20 years and we've come across this issue many times.
Changes to the structure of our index files are what we consider a "Major Release". These require specific Conversion programs which:
- Rename the physical file, moving it aside to an 'old' file
- Open the 'old' version of the file (using a version of the copybook before the change)
- Open (create) the 'new' version of the file
- Move the contents of each of the 'old' records to a 'new' record and WRITEs it
Of course these conversions require the system to be 'down', hence the reason why they are considered major releases.
If you have files which are likely to have fields added to them in the future, you can add extra FILLER to the end of index file to let you cope with new fields being added. We tend to add a FILLER of 50 or 100. Of course this doesn't help you if you change one of the existing fields, or even the structure of any of the keys.