Two loops - one to build the output list, and one to output it. Things get a little more interesting if there are a very large number of lines such that the implied slurp is not feasible.

use strict;
use warnings;
use List::Util qw(min max);

my $firstLine = 1;
my $lastLine = 20;
my @indexes = (1, 5, 6, 8, 15, 20);
my $pad = 1; # lines of context on each side
my @selLines;

for my $centre (@indexes) {
    my $min = max ($centre - $pad, $firstLine);
    my $max = min ($centre + $pad, $lastLine);
    
    $_ == $centre ? $selLines[$_] = [$_, 1] : $selLines[$_] ||= $_
        for $min .. $max;
}

defined ($_) && print "$_\n" for
    map {ref $_ ? "Highlight $_->[0]" : $_} @selLines;
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Prints:

Highlight 1
2
4
Highlight 5
Highlight 6
7
Highlight 8
9
14
Highlight 15
16
19
Highlight 20
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Note the handling for "end effects"!

Update: fixed bug