As a rule, do you disavow all links from sites that are not indexed by Google?
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In short, yes - Disavow Non-Indexed sites as well.
Especially when Google has deindexed a site, this is an indicator a Penalty one one hand, and also no link power for you.
We therefore recommend to disavow them and also run Link Detox Boost on them, as the crawl frequency of non-indexed sites especially low, so these could be hindering your recovery.