I think that constants are not object-oriented, at least not the way that Moo thinks, and thus they are not exported.

I think the somewhat hacky, but somewhat yet established way to get at the constants would be to call them as (class) methods, just like Java implements some constants:

    $self->INDEX_FOO

# or

    MyClass->INDEX_FOO
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Of course, you then incur the penalty of making a method call where a real constant could even have been inlined.

I'm not sure how well Moo (and Moo::Role) and Exporter mix, but maybe you can implicitly export your constants to all modules using your role:

package MyRole;
use Moo::Role;
use constant INDEX_FOO => 42;
use Exporter 'import';

our @EXPORT = ('INDEX_FOO');
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If all else fails, you'll have to create a special module that just contains the constants...