There is a limit beyond which you can't compress data any further, called the Shannon limit.
Any sequence of bytes is just a number. So if you think of pi as an RNG, then the chances of finding a run of N digits equal to another number with N digits is (1/10) to the power of N, which quickly becomes intractible.
In reality the digits of pi are biased, so finding a particular number of N digits is even less likely.
It would be easier to search for that number by randomly seeding an RNG then searching the RNG output for the number. Then you could just store the seed+offset, which may be significantly less than the Shannon limit. But since the chance of encountering such a number is (1/256)^N, it quickly becomes impossible. And even if it weren't, the receiver would need to invoke the RNG [offset] times, which will be a massive number of times due to the probabilities involved. So it's not like you could precompute the index: the receiver still needs to compute the answer, which requires just as many computations as the sender.
In general, the closer you try to get to the Shannon limit, the more computation that is required. And perfect compression is impossible in practice except in constrained cases, so I'd speculate it requires infinite computational resources.