This was the top post while i was looking into this problem. Although i have a C# project and it might not be relevant for the OP, i thought it might still be helpfull for someone.
For those that wonder why the message keeps appearing, although an index was created explicitly; maybe your query is using a different collation.
I had a table with a text column and a select query with a where statement specifying where name = @var1 COLLATE NOCASE. This triggered the warnings, as the index i had created was default collation.
Thus, rewriting either the index, or the create table statement, to specify nocase for that column, made the warning disappear.