bool StopIfMax = (byte)intStopifMax == 0;
bool StopIfZero = (byte)intStopIfZero == 0;

Option Strict On

Public Module Program

    Private StopGlobal As Boolean

    Private N() As Integer = {1, 4, 9, -800, 0, 1, 9, 111111, 9, 9, 9, 5, 6, 8, 9, 1, 2, 3, 1, 5, 6}
    Private M As Integer = 5

    Public Sub Main()
        Dim res = NextIndex(0, M)
        Console.ReadLine()
    End Sub

    Public Function NextIndex(Ind As Integer, MaxInd As Integer) As Boolean
        Dim StopIfMax = Not CBool(MaxInd - Ind)
        Dim StopIfZero = Not CBool(N(Ind))

        Return (Not StopGlobal) AndAlso ((StopIfZero AndAlso ShowYes()) OrElse ((StopIfMax And Not StopIfZero) AndAlso ShowNo()) OrElse (Not StopIfMax AndAlso NextIndex(Ind + 1, MaxInd)))
    End Function

    Public Function ShowYes() As Boolean
        StopGlobal = True
        Console.WriteLine("Yes")
        Return False
    End Function

    Public Function ShowNo() As Boolean
        Console.WriteLine("No")
        Return True
    End Function

End Module

using System;

public static class Program {
    private static bool StopGlobal;

    private static int[] N = new int[] { 1, 4, 9, -800, 0, 1, 9, 111111, 9, 9, 9, 5, 6, 8, 9, 1, 2, 3, 1, 5, 6 };
    private static int M = 5;

    public static void Main() {
        var res = NextIndex(0, M);
        Console.ReadLine();
    }

    public static bool NextIndex(int Ind, int MaxInd) {
        bool StopIfMax;
        bool StopIfZero;

        int intStopifMax = MaxInd - Ind;
        int intStopIfZero = N[Ind];

        unsafe {
            StopIfMax = ! *(bool*)&intStopifMax;
            StopIfZero = !*(bool*)&intStopIfZero;
        }
        
        return (!StopGlobal) && ((StopIfZero && ShowYes()) || ((StopIfMax & !StopIfZero) && ShowNo()) || (!StopIfMax && NextIndex(Ind + 1, MaxInd)));
    }

    public static bool ShowYes() {
        StopGlobal = true;
        Console.WriteLine("Yes");
        return false;
    }

    public static bool ShowNo() {
        Console.WriteLine("No");
        return true;
    }
}

Dim func = Function() .....
func() ' здесь неявно выполняется func.Invoke(), а это уже метод платформы, который запрещен по условиям задачи