Comments - Build index on large table
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Have you tried to use partitioning as well? Have you tried setting innodb to use multiple threads? I work for https://semtix.cz/ and we are managing a 3TB table for a client - this would not work without fine-tuning things related to storage engine... Indexes are one thing, fast storage is the second (and more important).
i would second partitioning if you're dealing with tables of this significant size and not using the galera plugin, as that is a non-starter, i'm not positive about multiple threads as this usually becomes a I/O bound operation, but I'm not managing a lot of 3TB tables these days.