You can create a new value that combines the index and a column and then splits them when generating the axis:

alt.Chart(source).transform_calculate(
    label=alt.datum["a"] + "_" + alt.datum["index"]
).mark_bar().encode(
    alt.X("label:N", title="A").axis(labelExpr='split(datum.value, "_")[0]'),
    alt.Y("b"),
)