This article introduces the concept of Indexical Collapse, the disappearance of reference in predictive systems. Indexical such as pronouns, demonstratives, and tenses presuppose a contextual anchor, yet predictive language models reproduce them without connection to reality. The outcome is a collapse of reference that paradoxically produces authority effects in law, medicine, and governance. By analyzing judicial transcripts, medical reports, institutional records, and chatbot interactions generated by AI, the paper proposes a framework for pragmatic auditing of predictive outputs. It establishes thresholds for acceptable referential absence in critical domains, positioning Indexical Collapse as a central category for evaluating the legitimacy of predictive discourse. DOI Primary archive: https://doi.org/10.5281/zenodo.17226412 Secondary archive: https://doi.org/10.6084/m9.figshare.30233950 SSRN: Pending assignment (ETA: Q3 2025)