But what does "index of" actually mean? Does a secret server containing Alita: Battle Angel 2 actually exist? And if you find one, what exactly are you downloading?

The only way to see Alita 2 is to make it exist officially. Every minute you spend trying to hack an open directory is a minute you could spend streaming Alita: Battle Angel on Disney+ (boosting its metrics), buying the 4K Blu-ray, or buying the manga.

The open directory is a mirage. The real sequel is locked behind Disney's boardroom doors. So, close your browser tabs, uninstall your questionable torrent client, and go read Alita: Last Order .