sp_blitzindex output
I downloaded the latest sp_BlitzIndex and in the comments in the SP i found this: 


  
  The @OutputDatabaseName parameters are not functional yet. To check the    status of this enhancement request, visit:
  https://github.com/BrentOzarULTD/SQL-Server-First-Responder-Kit/issues/221
  


So you are not able to use that parameter.