Do conferences get indexed?
I don't have a precise answer. However, the fact that some papers &amp; abstracts are indexed in Scopus or Web of Science implies that the conference is indexed there.

If the funding agency wants the conference to be indexed, it might mean that some of the papers/abstracts should be indexed, not necessarily yours. With that, they will be able to judge the quality of the conference (very subjective, but that not's the point), and your acceptance letter is enough for them.

One example is IEEE APS/URSI. There are different formats of submissions: 


full papers (that are indexed for sure)
two-page abstracts in IEEE 2-column template (which are indexed unless author opts out)
one-page abstracts in a 1-column template (which are not indexed)


Thus, some submitted papers will not be indexed; however, the presentations will be made during the conference for all submissions. So, the conference is indexed, but not all the proceedings.