Welcome to the site. If you mean can you sue him or them for telling you to cover up, I would say not unless they did alot more then that such as arrested you confiscated your firearm, charged you with some bogus law that does not exist etc.. To sue successfully I would think you would have to show actuall damages, although violation of your rights could be a grounds for a suit but I am not a laywer nor do I want to be.
Read through the site, you will get plenty of examples of how people react to illigal and incorrect officer involvement. If you got the officer's name and what PD they are from, you can file a complaint with their supervisor or IA dept or go in and talk to the supervisor. You can request any and all notes, emails, 911 calls, radio traffic etc about your stop if that helps. You will see on the site that many people who OC carry voice and/or video recorders for such a possibility. If you didn't get their names/ranks or didn't think to, you may still be able to file a complaint with the police department.
You will probably find, that there is nowhere in Indiana law that even addresses open carry because it is legal and the laws only spell out what is illegal. Anyway good luck...
Bryan Lee Ciyou in Indy is a lawyer that wrote a very good book on Indiana handgun law. I don't know if he is OC friendly or not but you could ask.