Could you consider to add the 'Persistent Indexes' to the TVirtualTable ?

In this case the table could be have a few indexes. Inserting/deleting records will modify all indexes. The searching data will use existing indexes without recreating them. Something like in DBF files with several *.ndx files. Before searching the presistent index will be chose by index name and searching will use this index.

At this moment it is possible to use only one index by setting the VirtualTable.IndexFieldNames property. Changing this property recreates the index, and for large table (>3000) takes time.

The 'Persistent Indexes' are used in the standard TTable

http://edn.embarcadero.com/article/29056

Regards
Michal