When looking for an easy method to audit Index changes, one of the first technologies to try really should be Extended Events (xevents).
This article shows a method to audit for index changes. The weak link in a solution such as this really boils down to the requirement that the solution needs to be in place before the index change occurs.
This article shows a quick script to help determine indexes that were created recently. This script will help you out of rough spot and help reduce the chance of rework.
A linked server is a fabulous feature in SQL Server to help accomplish various data tasks between local and remote servers. There is a time and a place for the use of linked servers.