Well, you would have to dish out more money than you would for the Jurgens set, which is a bargain I think. But I know for a fact that the large Phillip Schaff (he’s Anglican) Church Father’s set has either a Scripture index in the back of each volume, or a book(s) dedicated to the Scripture index. Not sure, I forget which. Schaff did an excellent job of footnoting the works, well, except for the anti-Catholic stuff… Hold on, memory is serving me, yeah, there is a Scripture index in the back of each book, I remember because of some Pope St. Gregory the Great reading I was doing. Which makes it easy, like if you are mostly interested in just a few volumes, you could just buy those particular ones.
I know because my friend Jay has the set, and we’ve used it together at times.
www.cbd.com has them, I think the whole set is like $200 or $300. And that’s a bargain too!!
You’d probably be better off, though, if you found a good Catholic set of the books. My university library had one, I’m sure they would have Scripture indexes too.