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I haven't looked at your notebook gist yet, but from what I can read here this Range1DIndex custom index example may be relevant: #9543 (comment).

(Note: that example only works within the context the draft PR where it has been shown).

A coordinate associated with this index is lazy, so da.frames[-1] will only compute the last frame index.

I think you could pretty easily customize it so it handles slice steps the way you want. If that behavior makes sense in the general case we might also consider supporting it in Xarray.

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@benbovy
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