Does having a .ldf for a index file cause issues?
By convention, the following file extensions are used in SQL Server:


Primary Data File:  .mdf
Secondary Data File(s):  .ndf
Log File:  .ldf


Having said that, you're actually free to use any file extension you like for any SQL Server file.  In fact, it's completely fine to use no extension at all.

SQL Server does not look at or care about the file name in any way other than that it needs to be compliant with NTFS file name standards.

You can see what files are being used by a database with this query:

SELECT d.name
    , mf.name
    , mf.physical_name
    , SizeInMB = CONVERT(decimal(10, 2), mf.size) * 8192 / 1048576
    , FileGrowth = 
        CASE mf.growth 
        WHEN 0 THEN 'fixed size, will not grow'
        ELSE 
            CASE mf.is_percent_growth 
            WHEN 1 THEN CONVERT(varchar(10), mf.growth) + ' percent'
            WHEN 0 THEN CONVERT(varchar(30), mf.growth * 8192 / 1048576.0) + ' MB'
            END
        END
    , MaxSizeInMB = CASE mf.max_size
        WHEN 0 THEN 'fixed size, will not grow'
        WHEN -1 THEN 'file will grow until disk is full'
        WHEN 268435456 THEN 'log file will grow to maximum size of 2TB'
        ELSE CONVERT(varchar(30), CONVERT(decimal(10, 2), mf.max_size) * 8192 / 1048576.0) + ' MB'
        END
FROM sys.databases d
    INNER JOIN sys.master_files mf ON d.database_id = mf.database_id
WHERE d.name = '&lt;database_name&gt;';


Replace &lt;database_name&gt; with the name of the database you're concerned about, or remove the entire WHERE clause to see files for all databases.