Invalid Index Match function Issue

Index needs a row number and a column number.
You are referencing a single column, so you would only return a row number, but you have two match functions. The column number should be either omitted or set to 1. If your second match function doesn't return 1 you are probably going to get an error.

Hi, welcome to the forum

Looking at your formula...
=INDEX(Sheet4!$H$2:$H$4569,MATCH(C$2,Sheet4!$G$2:$G$4569,0),MATCH($A3,Sheet4!$E$2:$E$4569,0))
You have a few things out of place there

To explain how INDEX/MATCH/MATCH works...
INDEX returns a value at the intersect (meeting) of a row and a column.

INDEX() syntax is =INDEX(range,row-num,column-num)
so something like =INDEX(A1:J10,3,5)
will return the contents of E3 (row 3, column 5)
Didnt even use MATCH, did we?

Now, to find the "3" or the "5", we would use the MATCH function...
MATCH syntax is...=match(criteria-to-find,column-to-search-in,0) 0 returns exact match

=MATCH("cc",A1"A10,0)
If "cc" is in A3, this will return 3
(to find the column number, we use the same thing, just change the range=MATCH(criteria-to-find,row-to-search-in,0)

=MATCH("zz",A1:J1,0)
If "zz" is in E1, then this will return 5

Put them all together and you have...
=INDEX(A1:J10,MATCH("cc",A1:A10,0),MATCH("zz",A1:J10))

So, back to your formula...
=INDEX(Sheet4!$H$2:$H$4569,MATCH(C$2,Sheet4!$G$2:$G$4569,0),MATCH($A3,Sheet4!$E$2:$E$4569,0))
your INDEX range Sheet4!$H$2:$H$4569 needs to either cover all the rows AND columns in your data - and then use 2 MATCH's - or just use 1 column and 1 match
Your 2nd MATCH - IF it is needed, needs to reference a range of columns, not a range or rows

So, perrhaps your formula should be...
=INDEX(Sheet4!$E$2:$H$4569,MATCH(C$2,Sheet4!$G$2:$G$4569,0),MATCH($A3,Sheet4!$E$2:$H$2,0))

If that still doesnt work, upload a small (clean) sample workbook (not a pic) of what you are working with, and what your expected outcome would look like.