It depends on what you mean by "support." ClickHouse as I recall can read min/max indexes from Parquet row groups. One of my colleagues is working on a PR to add support for bloom filter indexes. So that will be covered as well.
Right now one of the main performance problems is that Clickhouse does not cache index metadata yet, so you still have to scan files rather than keeping the metadata in memory. ClickHouse does this for native MergeTree tables. There are a couple of steps to get there but I have no doubt that metadata caching will be properly handled soon.
Disclaimer: I work for Altinity, an enterprise provider for ClickHouse software.
Depends what you mean by "indexes." DuckDB can read path parameters (ex s3://my-bucket/category=beverages/month=2022-01-01/*/*.parquet) where `category` and `month` can be filtered at the query level, skipping any non-matching files. I think that qualifies as an index. Obviously, you'd have to create these up-front, or risk moving lots of data between paths.