Check the existence of the index before creating and dropping.
IF NOT EXISTS (SELECT name FROM sysindexes WHERE name = N'IND1_TRAN_DT')
create index [N'IND1_TRAN_DT] ON [dbo].[SLS_STNT_DTL_STGNG;] ([ColumName])
IF EXISTS (SELECT name FROM sys.indexes WHERE name = N'IND1_TRAN_DT')
DROP INDEX IND1_TRAN_DT ON SLS_STNT_DTL_STGNG;
And also make sure that you have select
the right database connection for the Execute SQL task.