There are some backlinks where you will see that the status is Follow, but the page is not indexed by Google.
You might wonder, would it be bad to disavow a link with Follow status?
First, note that "follow" is an attribute of the backlink, while "page not indexed" is an attribute of the page that the backlink is found on.
"Follow" just means that the page is indicating to search engines that the link should pass link juice. It doesn't tell you whether the link is high quality or not.
And in fact, in cases of negative SEO, the backlinks would often have Follow status, but come from spammy pages and domains.
So you should always do a complete analysis before deciding whether to disavow links. It is fine to disavow a link with Follow status.
Other articles you might find useful:
How do I determine whether a backlink is a high quality one or a low quality one? What are the key metrics to be considered?
Can "no follow" links hurt you? Should I disavow them?