Indexes should be present under graph.db/schema/index, like this:
$ ls -l graph.db/schema/index/native-btree-1.0/
total 0
drwxr-xr-x 4 davidallen staff 128 Oct 29 09:47 1
drwxr-xr-x 4 davidallen staff 128 Oct 29 09:47 3
The "native-btree-1.0" is the index provider/backend. So you may have multiple different subdirectories there, depending on how the index is implemented. Within that subdirectory, you end up with 1 directory per index. Underneath of those are the actual data files that back the index.
As far as I'm aware, you can't change the location of the index storage. Since it's in a subdirectory underneath of graph.db, I think it pretty much is stored in the graph.db folder, albeit not side-by-side in the same directory. This could get pretty messy over time, for example if you had a large number of indexes.
I'm not sure if this changed in 3.5, I'll ask around and see what I can find. One thing I'm likely to hear though is that since it has the prefix "unsupported", between v2 and v3 (in the docs you cite) a number of legacy configuration parameters were renamed "unsupported". This is typically done when Neo4j doesn't provide support any more and/or has a plan to deprecate or remove the configuration field. So it wouldn't surprise me if it had been removed.
Now, on "what can you do about it" - can you describe a bit more about what you're trying to accomplish? You want the files in /tmp. Would a symlink suffice, that would get the job done. Or do you want them in /tmp because you want them to be regularly deleted and you want a "transient database"? Or is it for some other reason?
In the absence of this configuration parameter, you could install a copy of neo4j with a root directory under /tmp, and in this way you'd get the property you want without configuration. Or the symlink too. It depends no whether your'e trying to host the data on that specific device for IO reasons, or what.
Did you find out if Neo4J had erased this property? I was just waiting to know what to do.
I used the directory /tmp to simplify the example, I use this parameter to save the db directory on a different device from the root of the machine. On the other hand, using this property I can use the same configuration in different dbs with only changing the property value.
I didn't want to use it because according to the documentation it indicates where you want to put the folder databases (folder that I don't want to have either).