There are two clubs that I found in Indiana.
Mounted Gun Runners of Indiana - Knox, IN
Southern Indiana Regulators - Milltown, IN
The second looks like it is only about 2hrs away. For contact info, check out: Cowboy Sports Association
That is the CSA list of clubs. There is also CMSA and MSA - make sure you check both.
For blanks, there are several sources:
Whitehouse: White House Ammo
Circle E: Circle E Blanks
Lonesome Pine: Welcome to Lonesome Pine Shooting Supply
Some of these suppliers also offer "training" blanks or "half loads" which can be lower volume and/or less expensive.
There are other suppliers. CSA has a list at this link: http://cowboysportsassociation.com/A...oProducers.pdf
For starting a horse, you should also consider "primer only" loads. Going from primer to half-load to full-load is a common progression. It can be done on your own, but is usually much better with someone who has experience training horses for mounted shooting.
Roy and Teresa Cox are in Missouri (Cox Performance Horses
) and they are very good trainers. That's about the closest I know to Indiana, but I am sure there are others. Give Cox and the above clubs a call - they may know someone closer to you.