How Can we Move index date from opensearch to s3 before deleting the retention policy of that index

You can configure S3 snapshot repository for backups as documented here - https://docs.aws.amazon.com/opensearch-service/latest/developerguide/managedomains-snapshots.html

Another tutorial that can be helpful to configure ISM (Index State Management) and snapshot - https://docs.aws.amazon.com/opensearch-service/latest/developerguide/ism-tutorial.html

--Syd