For unknown reasons, Indra is gathering forces in order to combat Shiva although it has been stopped due to the time when Qlippoth and the Evil Dragons caused destruction across the world.
Azazel distrusts Indra greatly, due to Indra keeping secrets about Cao Cao, and suspecting him to be secretly helping the Hero Faction.
Indra and Cao Cao have shown to get along well with each other with Cao Cao eventually becoming Indra's vanguard after Sun Wukong stepped down.
Indra and Issei do not really have interactions to each other. But Indra seems to acknowledge his power and strength, respect him but at the same time Sakra will not hesitate to eliminate Issei alongside his soul if he will be a threat to the world. Which is why Azazel protects Issei from Sakra from their inside matter. Indra considered Issei as a clown for his heroic efforts as Oppai Dragon despite being a Devil.
Indra's former vanguard, Sun Wukong complains about Indra ordering him around but still follows the orders given by Indra faithfully. They have seen get along to each other despite of his actions of supporting the Hero Faction.
Not much known of their relationship however Indra seems to respect Hades as he sends Cao Cao, Georg, and Leonardo to the Realm of the Dead to calm him after the confrontation of Sirzechs and Azazel.