It is possible to use my own SOLR server instead of the SOLR-as-a-service solution document indexing? If is not possible, there is a way to retrieve my indexes for backup and other operations?
While it is possible - you would be required to do all of the feature generation yourself and interact with the ranker completely on your own. So yes it's possible, but not the intended use case and you would need to recreate things that are provided by the service, itself.
As for retrieving your index you would need to query to retrieve the data. We don't provide a way to export the indices directly at this time.