INDEX
and MATCH
functions, as used here, do work with closed workbooks - INDIRECT
doesn't
...but you don't really need INDIRECT
here - you can use this version with B2
defining the row number in the first range
=INDEX('\\SERVER\Path\To\File\[Workbook.xlsx]Sheet1'!$A$1:$SD$500),B2, MATCH($A4,'\\SERVER\Path\To\File\[Workbook.xlsx]Sheet1'!$A$2:$SD$2,0))
That should work even if the source workbook is closed, and is a "cleaner", more robust approach in any case.
Note that the first range in the formula is changed to be as long as your match range from B2
If you want you can cut out B2 altogether, just put the MATCH function from B2 in that formula in place of B2, i.e.
=INDEX('\\SERVER\Path\To\File\[Workbook.xlsx]Sheet1'!$A$1:$SD$500),MATCH(B1,'\\SERVER\Path\To\File\[Workbook.xlsx]Sheet1'!$A$1:$A$500,0), MATCH($A4,'\\SERVER\Path\To\File\[Workbook.xlsx]Sheet1'!$A$2:$SD$2,0))
[Note: as Jerry mentioned, your sheet names weren't consistent so I changed the first to Sheet1 to match the others]