Can anyone recommend some tips? Would you use mainly your thumb and index for lead licks? Or alternate index and middle for faster licks? I'd like to know in more detail how Krieger finger picks
Far from an expert and never really studied their styles but I'd imagine it's the same as classical, thumb for bass notes and your other four for the rest of the strings.
Not sure about Robby Krieger, but Mark Knopfler uses the clawhammer style, which iirc is normally used for banjo.