You have to have the formula in almost every cell in the worksheet. The name can appear in any cell depending on conditions, so every cell has to have the formula. The other option would be to use VBA to put it there, but that has no advantage over the formula method and adds complexity.
Not sure what you have going on there in rows 11 & 12, but 3:10 look fine.
You can simplify your conditional formatting rule used to highlight the name. It doesn't have to reproduce the logic you already have in the cell. You can use:
By the way, I'm puzzled by the title of this thread. INDEX does not seem to play a role here.
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