Improve handling of index argument

[philippjfr]

Fixes #2567
Fixes #2666
Fixes #3208

[codecov]

Codecov Report

Merging #3221 (c7cdf4c) into master (0b457a8) will decrease coverage by 0.03%.
The diff coverage is 31.57%.

@@            Coverage Diff             @@
##           master    #3221      +/-   ##
==========================================
- Coverage   83.13%   83.10%   -0.04%     
==========================================
  Files         193      193              
  Lines       25726    25731       +5     
==========================================
- Hits        21387    21383       -4     
- Misses       4339     4348       +9     

Impacted Files	Coverage Δ
panel/command/serve.py	38.16% <27.77%> (-1.11%)	⬇️
panel/io/server.py	75.59% <100.00%> (+0.48%)	⬆️
panel/io/reload.py	69.23% <0.00%> (-2.20%)	⬇️

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