Most online players do not support index points, so this won't work. As R Dub wrote, you would end up with several independ tracks instead of one continous mix, and most players probably would add a short pause between the songs.
I guess the only exception is mixcloud where you can "time-stamp" your mix (you'd have to "stamp" the mix on their page, so no keeping your existing index points), though I'm not completely sure if you can actually jump to a certain track or the time-stamps are just there to show you which track is playing.
Anyways, index points aren't really necessary for players that feature a waveform (e.g. soundcloud) as you can easily jump to any point in the mix by simply clicking on the waveform.
So what I would recommend to you would be:
- keep your "master" (.wav/losless) file (incl. indexpoints) to burn on cd and for future conversion into other formats
- convert the track into mp3 for upload to any page that features waveforms and/or time-stamps. The Lame-Encoder usually delivers decent sound quality. Remember that for streaming the compression rate always gets reduced to 128 kbps, so if you don't offer any download option there is no need to convert with higher bit-rates.