I have User A who generates BIP32 Master Public and Private Keys. It shares the Master Public Key with User B.

Using the Master Public Key User B generates Address of A and Issues bitcoins from Address of B to Address of A.

Will the transaction be received in wallet of User A, if User A knows the index used by User B. ?

The main idea is that User A don't want to share its receiving address with User B. Instead of that User A must find out itself from the Master Public Key.