How do I create this index page?

Hi all. We’ve been using WP for a few years now over at https://www.laajakuva.com/ and as we’ve reached over 400 articles of film-related writing in Finnish it seems like the right time to begin properly indexing these texts instead of just having search and categories. What we would want is the following:
– An alphabetical page that indexes the films we have covered in simple text format (no featured images, just a list per letter).
– Some of the films have been covered in multiple articles, some of which have been named by the film and others have not.
– The articles span several categories and sub-categories.
– It should be automated but we need to be somehow able to edit what the index page says for any given film (eg. if a film is better known under the Finnish name we use that instead of what it might be mentioned in the article as)
– It should also ignore “The” at the beginning of any given film name.

So how does one go about this? Anyone have any good plug-ins to plug or some sly code to throw our way?

Thanks for your time.