My answers inline
One of my index server drive is getting full, where it host EV indexes and also i'm running on ev10. I would like to know can i have the new drive and start indexing over there or do i need to move all existing indexes to the new drive
You do not need to move the indexes to the new dirve , unless you need some free sapce on the existing drive .You can simply close the indexes and create new indexes on a different drive .
2)If i have the new drive for indexing do i need to close the existing location -- yes you would need to close the existing location so no new indexes are written to the old location .
3)Also do i need to update sql with new location.
No.If you are moving the indexes , then might have to update the sql Db.
4)Since i have indexing server group do i need to take any special considerations while creating new indexing location on index server---- I believe you dont want to change any configuration and just add new indexes so no special consideration.