Insert results of spBlitzIndex stored procedure into table
I think there is a open request to have this fixed.  

It does appear that they have made some changes in March 2017 as referenced here: 


Added Output parameters to sp_BlitzIndex to send Mode 2 results to
permanent repository




I also found a workaround that uses Powershell.

Using PowerShell To Store sp_BlitzIndex Results In A Table.  

I'm copying the important information from that post.


  First we need to create a table to store our results in:


USE Master --change this to wherever you want this table to reside
GO
CREATE TABLE [dbo].[BlitzIndexStats](
    [Priority] [tinyint] NULL,
    [Finding] [varchar](255) NULL,
    [DatabaseName] [nvarchar](128) NULL,
    [Details] [varchar](2000) NULL,
    [Definition] [varchar](4000) NULL,
    [SecretColumns] [varchar](512) NULL,
    [Usage] [varchar](255) NULL,
    [Size] [varchar](255) NULL,
    [CaptureDate] [datetime] NOT NULL DEFAULT (sysdatetime())
) ON [PRIMARY]



  I decided to leave off things like the URL and CREATE T-SQL statements
  that are returned, and only store the data I was after.
  
  Next we use the following PowerShell script to run sp_BlitzIndex and
  store the results in our newly created BlitzIndexStats table.


#call the sp_BlitzIndex procedure and specify the names and data types of the results; 
#save the result set in the $BlitzIndex variable
$BlitzIndex = Invoke-Sqlcmd -ServerInstance $SQLInstance -Database master -Query "EXEC ('exec dbo.sp_BlitzIndex @DatabaseName=''--YourDBNameHere--'',@Mode=4')
WITH RESULT SETS
(
    (
    [Priority] smallint
    ,[Finding] varchar(255)
    ,[DatabaseName] nvarchar(128)
    ,[Details] varchar(2000)
    ,[Definition] varchar(4000)
    ,[SecretColumns] varchar(512)
    ,[Usage] varchar(255)
    ,[Size] varchar(255)
    ,[Info] varchar(255)
    ,[URL] varchar(255)
    ,[CreateStatement] varchar(4000)
    )
)"

#Query the data that we want out of our $BlitzIndex result set, and set the $BlitzIndex result set to just contain that data
$BlitzIndex = $BlitzIndex | SELECT Priority,Finding,DatabaseName,Details,Definition,SecretColumns,Usage,Size | Where-Object {$_.Priority -gt 0} | Sort-Object Priority,Finding

#Loop through our desired results
foreach ($i in $BlitzIndex) {
    #we have to set these variables to keep the PowerShell from erroring when encountering sub-expression statements
    $Priority = $i.Priority
    $Finding = $i.Finding
    $DatabaseName = $i.DatabaseName
    $Details = $i.Details
    $Definition = $i.Definition
    $SecretColumns = $i.SecretColumns
    $Usage = $i.Usage
    $Size = $i.Size
    #Insert our results into our table
    Invoke-Sqlcmd -ServerInstance $SQLInstance -Database master -Query "INSERT INTO dbo.BlitzIndexStats (Priority,Finding,DatabaseName,Details,Definition,SecretColumns,Usage,Size) VALUES ($Priority,'$Finding','$DatabaseName','$Details','$Definition','$SecretColumns','$Usage','$Size')"
}



  There are two things I want to point out before running that script:
  
  
  Be sure to replace “–YourDBNameHere–“ with your database name
  If you created the BlitzIndexStats table in a different database, modify “-Database master” in the last line of the script