Terms in elliptic divisibility sequences divisible by their indices

Let D = (D_n)_{n\ge1} be an elliptic divisibility sequence. We study the set S(D) of indices n satisfying n | D_n. In particular, given an index n in S(D), we explain how to construct elements nd in S(D), where d is either a prime divisor of D_n, or d is the product of the primes in an aliquot cycle for D. We also give bounds for the exceptional indices that are not constructed in this way.