Closed indices don't survive node failures?

I'm in the process of validating if we lost data due to doing a (partial for now) rolling reprovision / node failures in the past.

It seems that closed indices, not being part of the recovery process, can lose their replica during a full node failure. Due to the index being closed, even when the cluster is 'green' again the replica will not be recreated. Due to this a future full node failure (or the next node reprovision) could impact the primary, causing data loss.

Is this a correct assumption? I can find zero documentation about closed index behaviour during node failures.
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Yeah, you are right with your analysis and that's something that should be improved. At the moment closed indices are just files on disk and the cluster doesn't duplicates them on loss. There is an issue to improve it: https://github.com/elastic/elasticsearch/issues/12963