It's working now! I was running into the same problem as mentioned in this thread, not being able to create the file. I might also mention that indexing has been installed on my macbook before but decided to uninstall and redownload it because the update was not working for me, kept asking me to update every single time and I was not able to get anything done.
Here is a breakdown of what I did:
I updated to El Capitan (I have a macbook)
Updated Java to newest version
I uninstalled Indexing program
I searched for (using finder) anything related to family search/indexing and moved them to the trash because there were still some files left behind even after uninstall
After moving everything to the trash related to family search/indexing I emptied the trash
Went to family search to redownload indexing
Asked my girlfriend to say a prayer for me before I went through installer
and Bam! Lord answered our prayers
Indexing was successfully downloaded
We prayed and gave thanks
I Hope this helps!