In the KR and BR files, the "b variables" give the information that is collected in the birth history. These variables are b1 through b16, bord, and bidx. bord is the birth order of the child in the birth history, starting with bord=1 for the woman's first birth, bord=2 for her second birth, etc. bidx is the REVERSE birth order of the child. That is, bidx=1 for the most recent birth, bidx=2 for the next most recent birth, etc. The maximum value of bidx and the maximum value of bord will be the same, and will be the same as v201, the number of children ever born.

The KR file is a child file like the BR file but is limited to the children born in the last five years or whatever the interval was for the health questions. It has all the b variables (including bidx) but also includes hidx, which is an exact copy of bidx for the children in the KR file. If you do "tab hidx bidx" in a KR file you will see that they are the same and you will usually see that there are only a few children with hidx>2 and very few children, but some, at hidx=5. (Few surveys will have any children with hidx=6.)

Many of the health questions are only asked about the youngest child born in the past five years, that is, the child with hidx=bidx=1. For those questions, children with bidx>1 will be given the "not applicable" code, "." in Stata. You originally asked why so many children were missing on such a question. I was simply replying that almost all of the children you thought were missing were actually children other than the youngest child, and the question was not asked about them. In this case, as is general policy for DHS, "." does not mean "missing". It means "not applicable".

To analyze data about the youngest child, you do not need to impose a restriction to children with hidx=1, but you do need to know that the responses only apply to those children, and for those variables there is a potential bias. There is a tendency for such children to be the ONLY child born in the past five years, and to be born to women who have lower fertility. Their mothers tend to have the characteristics of family planning users (among other things). Thus, for example, the children with hidx=1 are usually more likely than other children to have been born in a health facility than children with hidx>1. I recommend that you look at a recent methodological report by Shea Rutstein regarding this potential bias: https://www.dhsprogram.com/pubs/pdf/MR14/MR14.pdf.