Generate script of All the indexes in a database

This is an excellent article on SQL Server Central that I've used.

Here is another that you might like better.

If it's not exactly what you're looking for (sorting, filtering) I'm sure it would be easier to edit these than to start from scratch.

Here's the slightly corrected (2019) code from the first example:

-- Get all existing indexes, but NOT the primary keys
DECLARE cIX CURSOR FOR
    SELECT OBJECT_NAME(SI.Object_ID), SI.Object_ID, SI.Name, SI.Index_ID
        FROM Sys.Indexes SI 
            LEFT JOIN INFORMATION_SCHEMA.TABLE_CONSTRAINTS TC ON SI.Name = TC.CONSTRAINT_NAME AND OBJECT_NAME(SI.Object_ID) = TC.TABLE_NAME
        WHERE TC.CONSTRAINT_NAME IS NULL
            AND OBJECTPROPERTY(SI.Object_ID, 'IsUserTable') = 1
        ORDER BY OBJECT_NAME(SI.Object_ID), SI.Index_ID

DECLARE @IxTable SYSNAME
DECLARE @IxTableID INT
DECLARE @IxName SYSNAME
DECLARE @IxID INT

-- Loop through all indexes
OPEN cIX
FETCH NEXT FROM cIX INTO @IxTable, @IxTableID, @IxName, @IxID
WHILE (@@FETCH_STATUS = 0)
BEGIN
    DECLARE @IXSQL NVARCHAR(4000) SET @IXSQL = ''
    SET @IXSQL = 'CREATE '

    -- Check if the index is unique
    IF (INDEXPROPERTY(@IxTableID, @IxName, 'IsUnique') = 1)
        SET @IXSQL = @IXSQL + 'UNIQUE '
    -- Check if the index is clustered
    IF (INDEXPROPERTY(@IxTableID, @IxName, 'IsClustered') = 1)
        SET @IXSQL = @IXSQL + 'CLUSTERED '

    SET @IXSQL = @IXSQL + 'INDEX ' + @IxName + ' ON ' + @IxTable + '('

    -- Get all columns of the index
    DECLARE cIxColumn CURSOR FOR 
        SELECT SC.Name
        FROM Sys.Index_Columns IC
            JOIN Sys.Columns SC ON IC.Object_ID = SC.Object_ID AND IC.Column_ID = SC.Column_ID
        WHERE IC.Object_ID = @IxTableID AND Index_ID = @IxID
        ORDER BY IC.Index_Column_ID

    DECLARE @IxColumn SYSNAME
    DECLARE @IxFirstColumn BIT SET @IxFirstColumn = 1

    -- Loop throug all columns of the index and append them to the CREATE statement
    OPEN cIxColumn
    FETCH NEXT FROM cIxColumn INTO @IxColumn
    WHILE (@@FETCH_STATUS = 0)
    BEGIN
        IF (@IxFirstColumn = 1)
            SET @IxFirstColumn = 0
        ELSE
            SET @IXSQL = @IXSQL + ', '

        SET @IXSQL = @IXSQL + @IxColumn

        FETCH NEXT FROM cIxColumn INTO @IxColumn
    END
    CLOSE cIxColumn
    DEALLOCATE cIxColumn

    SET @IXSQL = @IXSQL + ')'
    -- Print out the CREATE statement for the index
    IF @IXSQL != '' BEGIN PRINT @IXSQL END

    FETCH NEXT FROM cIX INTO @IxTable, @IxTableID, @IxName, @IxID
END

CLOSE cIX
DEALLOCATE cIX

SELECT ' CREATE ' +
       CASE 
            WHEN I.is_unique = 1 THEN ' UNIQUE '
            ELSE ''
       END +
       I.type_desc COLLATE DATABASE_DEFAULT + ' INDEX ' +
       I.name + ' ON ' +
       SCHEMA_NAME(T.schema_id) + '.' + T.name + ' ( ' +
       KeyColumns + ' )  ' +
       ISNULL(' INCLUDE (' + IncludedColumns + ' ) ', '') +
       ISNULL(' WHERE  ' + I.filter_definition, '') + ' WITH ( ' +
       CASE 
            WHEN I.is_padded = 1 THEN ' PAD_INDEX = ON '
            ELSE ' PAD_INDEX = OFF '
       END + ',' +
       'FILLFACTOR = ' + CONVERT(
           CHAR(5),
           CASE 
                WHEN I.fill_factor = 0 THEN 100
                ELSE I.fill_factor
           END
       ) + ',' +
       -- default value 
       'SORT_IN_TEMPDB = OFF ' + ',' +
       CASE 
            WHEN I.ignore_dup_key = 1 THEN ' IGNORE_DUP_KEY = ON '
            ELSE ' IGNORE_DUP_KEY = OFF '
       END + ',' +
       CASE 
            WHEN ST.no_recompute = 0 THEN ' STATISTICS_NORECOMPUTE = OFF '
            ELSE ' STATISTICS_NORECOMPUTE = ON '
       END + ',' +
       ' ONLINE = OFF ' + ',' +
       CASE 
            WHEN I.allow_row_locks = 1 THEN ' ALLOW_ROW_LOCKS = ON '
            ELSE ' ALLOW_ROW_LOCKS = OFF '
       END + ',' +
       CASE 
            WHEN I.allow_page_locks = 1 THEN ' ALLOW_PAGE_LOCKS = ON '
            ELSE ' ALLOW_PAGE_LOCKS = OFF '
       END + ' ) ON [' +
       DS.name + ' ] ' +  CHAR(13) + CHAR(10) + ' GO' [CreateIndexScript]
FROM   sys.indexes I
       JOIN sys.tables T
            ON  T.object_id = I.object_id
       JOIN sys.sysindexes SI
            ON  I.object_id = SI.id
            AND I.index_id = SI.indid
       JOIN (
                SELECT *
                FROM   (
                           SELECT IC2.object_id,
                                  IC2.index_id,
                                  STUFF(
                                      (
                                          SELECT ' , ' + C.name + CASE 
                                                                       WHEN MAX(CONVERT(INT, IC1.is_descending_key)) 
                                                                            = 1 THEN 
                                                                            ' DESC '
                                                                       ELSE 
                                                                            ' ASC '
                                                                  END
                                          FROM   sys.index_columns IC1
                                                 JOIN sys.columns C
                                                      ON  C.object_id = IC1.object_id
                                                      AND C.column_id = IC1.column_id
                                                      AND IC1.is_included_column = 
                                                          0
                                          WHERE  IC1.object_id = IC2.object_id
                                                 AND IC1.index_id = IC2.index_id
                                          GROUP BY
                                                 IC1.object_id,
                                                 C.name,
                                                 index_id
                                          ORDER BY
                                                 MAX(IC1.key_ordinal) 
                                                 FOR XML PATH('')
                                      ),
                                      1,
                                      2,
                                      ''
                                  ) KeyColumns
                           FROM   sys.index_columns IC2 
                                  --WHERE IC2.Object_id = object_id('Person.Address') --Comment for all tables
                           GROUP BY
                                  IC2.object_id,
                                  IC2.index_id
                       ) tmp3
            )tmp4
            ON  I.object_id = tmp4.object_id
            AND I.Index_id = tmp4.index_id
       JOIN sys.stats ST
            ON  ST.object_id = I.object_id
            AND ST.stats_id = I.index_id
       JOIN sys.data_spaces DS
            ON  I.data_space_id = DS.data_space_id
       JOIN sys.filegroups FG
            ON  I.data_space_id = FG.data_space_id
       LEFT JOIN (
                SELECT *
                FROM   (
                           SELECT IC2.object_id,
                                  IC2.index_id,
                                  STUFF(
                                      (
                                          SELECT ' , ' + C.name
                                          FROM   sys.index_columns IC1
                                                 JOIN sys.columns C
                                                      ON  C.object_id = IC1.object_id
                                                      AND C.column_id = IC1.column_id
                                                      AND IC1.is_included_column = 
                                                          1
                                          WHERE  IC1.object_id = IC2.object_id
                                                 AND IC1.index_id = IC2.index_id
                                          GROUP BY
                                                 IC1.object_id,
                                                 C.name,
                                                 index_id 
                                                 FOR XML PATH('')
                                      ),
                                      1,
                                      2,
                                      ''
                                  ) IncludedColumns
                           FROM   sys.index_columns IC2 
                                  --WHERE IC2.Object_id = object_id('Person.Address') --Comment for all tables
                           GROUP BY
                                  IC2.object_id,
                                  IC2.index_id
                       ) tmp1
                WHERE  IncludedColumns IS NOT NULL
            ) tmp2
            ON  tmp2.object_id = I.object_id
            AND tmp2.index_id = I.index_id
WHERE  I.is_primary_key = 0
       AND I.is_unique_constraint = 0
           --AND I.Object_id = object_id('Person.Address') --Comment for all tables
           --AND I.name = 'IX_Address_PostalCode' --comment for all indexes