The conformal Killing spinor equations on $R\times S^3$ in Minkowski signature are \begin{equation} \nabla_\mu \epsilon=\pm \frac{i}{2}\gamma_\mu\gamma^0\gamma^5\epsilon \end{equation} whose solution is \begin{equation} \epsilon=e^{ix^0\gamma^5/2}\epsilon_0 \end{equation} where $\epsilon_0$ is a constant spinor. Note that we identify $S^3$ with $SU(2)$ and use the left-invariant vector fields of $SU(2)$ as an orthonormal frame. For more detail, please see around Eq.2.20 in the following paper.
http://arxiv.org/abs/hep-th/0605163v3
When the superconformal index is interpreted as a partition function on $S^1\times S^3$ in the Euclidean signature, the conformal Killing spinors are modified by the Wick rotation $\epsilon =e^{-x^0\gamma^5/2}\epsilon_0$ as in the following papers.
http://arxiv.org/pdf/1104.4482v3 http://arxiv.org/abs/1104.4470
However, $\epsilon =e^{-x^0\gamma^5/2}\epsilon_0$ is not well-defined on the temporal circle $S^1$.
This issue also happens on the Killing spinor on $AdS_3$. The metric of $AdS_3$ in the Minkowski signature can be written as \begin{equation} ds^2=-\cosh^2 \rho dt^2 + \sinh^2\rho d\phi^2+d\rho^2~. \end{equation} The Killing spinors on this coordinate takes the form \begin{equation} e^{\frac 12\rho\gamma_3}e^{-\frac {i }2 (\phi+ t)\gamma_1}\epsilon_0 \end{equation} as in http://arxiv.org/abs/hep-th/9310194 . However, when you consider the elliptic genus $Tr(-1)^Fq^{L_{0}-c/24} \overline{q}^{\overline L_{0} -\overline c/24} y^{J}$, the bulk duals which satisfy the E.O.M of the supergravity theory are the Euclidean thermal $AdS_3$ and the family of its $SL(2,Z)$ transformations such as the BTZ BH. Then, again the Killing spinors on the Euclidean thermal $AdS_3$ take the form \begin{equation} e^{\frac 12\rho\gamma_3}e^{(-\frac {i\phi }2 + \frac{t}{2})\gamma_1}\epsilon_0 \end{equation} which are also not well-defnined on the temporal circle.
The Killing spinor equations themselves are local, so does the Killing spinor know only local information? If so, how you distinguish the Killing spinors in the NS from in the R boundary condition on 2-torus?