Thanks everyone, I've read all your answers.

I​​ am using a %DocDB.Database. I have many colons created using %CreateProperty and some of them have the UNIQUE indicator set to true, therefore an index is created.
BUT, the %CreateProperty method is quite limited and I couldn't find how to make indexes on multiple columns/properties without doing some kind of trick (adding a property whose propertyExpression is the combination of other properties).
Anyway, I ended up building some indexes manually like that:

SET className = tfullDatabaseName
SET indexDefinition = ##class(%Dictionary.IndexDefinition).%New()
DO indexDefinition.parentSetObjectId(className)
SET indexDefinition.Name = "col1AndColB"
SET indexDefinition.Properties = "col1,colB"
SET indexDefinition.Unique = 1
SET status = indexDefinition.%Save()

Whenever I want to update my database schema, our strategy is to remove all properties and indexes.
Of course, the original %DropProperty drops indexes associated to the property to drop using an internal server only method dropIndex:
 

/// dropIndex() - delete an index definition and its structure. This method returns an oref referencing the index definition
/// document that was removed from the index definition database.
/// <br>
/// <pre>
/// SAMPLES>set people = $system.DocDB.GetDatabase("People")
/// SAMPLES>set index = people.%DropIndex("HC")
/// SAMPLES>write index.%ToJSON()
/// {"database":"People","name":"HC","type":"bitmap","class":"%DocDB.Server.Index.Bitmap","key":[["HomeCity","string"]]}
/// </pre>

Method dropIndex(indexName As %RawString = "") As %Library.DynamicAbstractObject [ Internal, ServerOnly = 1 ]

{
    TRY {
        SET response = $THIS
        $$$THROWONERROR(status,$CLASSMETHOD(..ClassName,"%PurgeIndices",$LISTBUILD(indexName)))
        $$$THROWONERROR(status,##class(%Dictionary.IndexDefinition).%Delete($$$oidForm(..ClassName_"||"_indexName)))
// check status?

    } CATCH exception {
        SET response = ""
        THROW exception
}
RETURN response
}

By the way, the documentation of this method suggest that you can use %DropIndex ... maybe this is an error.
Note that this instance method is called only within the %DropProperty method, within a TSTART TCOMMIT block and the class is also locked.
About my initial question, my original intent was to drop ALL indexes on the database, even those NOT created with %CreateProperty.
I tried to mimic the code of %DroptProperty (TSTART TCOMMIT, lock class, ...) with no success. When I try to recreate properties and columns for all my %DocDb.Databases it fails randomly.
 

Problem is solved, it was my fault. I forgot a '.' in one of the many nested calls ...
The thing to remember is to pass the response argument by reference everywhere, from REST to BO1.

The following post (How to - Customize Ensemble Settings) details your answers.
I had not seen it while searching for answers because it didn't show up in the results while typing "settings" in the search field it but it does when typing "customize":

 vs 

Anyway, thank you for your help.