Only fields with scalar types can be indexed from an array.

Can you also attach the SAIL used to index into the CDT?

Usually this happens if you have an array of arrays. Is it possible that local!gridDataStructure also contains an array of CDT? Here's an example: 

a!localVariables(
  local!test: {
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list:{1,2,3}
    ),
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list: {4,5,6}
    )
  },
  index(index(local!test, 1, {}), "list")
)

This will work because I first index into the first item of "PDL_TestNestedCDT", then index into "list". However, it wouldn't be possible to directly enter local!test.list because that results in a list of lists.

If you need to display or perform a calculation with this, you can also get around this by using a!forEach() like this: 

a!localVariables(
  local!test: {
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list:{1,2,3}
    ),
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list: {4,5,6}
    )
  },
  a!forEach(
    items: local!test,
    expression: fv!item.list
  )
)

Thanks Peter
It's working now

Hey Peter,
 I am able to print by using this

 index(index(local!test, 1, {}), "list")

But i am facing difficulties in writing because

I can write to it like  local!test[1].list

Can you suggest something?

You might need to do something with a!forEach() and update just the value of interest. For example, suppose I want to update the list for the second item - here's an expression that might work:

a!localVariables(
  local!test: {
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list:{1,2,3}
    ),
    'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
      list: {4,5,6}
    )
  },
  {
    a!richTextDisplayField(
      value: tostring(local!test)
    ),
    a!buttonArrayLayout(
      buttons: {
        a!buttonWidget(
          label: "Test",
          saveInto: a!save(
            target: local!test,
            value: a!forEach(
              items: local!test,
              expression: if(
                fv!index = 2 /* only update row 2 */,
                'type!{urn:com:appian:types:PDL}PDL_TestNestedCDT'(
                  list: {7,8,9}
                ),
                fv!item
              )
            )
          )
        )
      }
    )
  }
)