You do not need to assign formats to index-entry levels, except to override the default assignments. The default formats assigned to index-entry levels 1 through 9 are defined in system format configuration files.
To assign level-specific formats for compact index entries:
[IndexEntryFormats] ; level number = format 1 = Index1 ... 9 = Index9
To assign level-specific formats for full-title index references (not needed for the compact form):
[IndexRefParaFormats] ; level number = format (used only for non-compact indexes) 1 = IndexRef1 ... 9 = IndexRef9