Yes, the point of dependent types is that they give you the ability to do some sort of almost arbitrary (though not strictly Turing-complete) "computation" as part of type checking, which essentially dispenses with the phase separation between "compiling" and "running" code - or at least makes compile-time computation unusually powerful. So if you want to replicate the properties of dependent typing in these existing languages you'll need to leverage their existing facilities for compile-time metaprogramming.

> A proper dependently-typed language can prevent runtime out-of-bound errors even if neither the indices nor the bounds are known at type check time.

Yes, but the way this is done is by threading a proof "this index is within bounds" throughout the code. At runtime (e.g. within 'extracted' code, if you're using common dependently-typed systems), this simply amounts to relying on a kind of capability or ghost 'token' that attests to the validity of that code. You "manufacture" the capability as part of an explicit runtime check when needed (e.g. if the "index" or "bounds" come from user input) and simply rely on it as part of the code.