Your error was actually fairly trivial: you hade overlooked that the tag looks like this:
<Object Database="[bos_sommar]" Schema="[dbo]" Table="[currencies]" Index="[pk_cur]" IndexKind="Clustered" />
That is, the index name is quoted in brackets.
I changed the procedure, to have this line in the beginning:
SELECT @IndexName = quotename(@IndexName)
And then I removed two invocations of quotename that you had, and now I got output from the second query.
Erland Sommarskog, SQL Server MVP, www.sommarskog.se