While using web sdk, it will throw a warning if the code is trying to query data using unspecified index on filtering. It will say something like this FIREBASE WARNING: Using an unspecified index. Your data will be downloaded and filtered on the client. Consider adding ".indexOn": "yourSortKey" at /data/path to your security rules for better performance.
But this is missing in v3. It would be great to still show this warning somehow to remind the users.