The way you have your data, the simplest approach is to use np.delete:
sub_array = np.delete(array, index, axis=2)
Alternatively, the logical operators you were trying to use can be applied with boolean arrays as @DSM suggests:
mask = np.ones(a.shape[2], dtype=bool)
mask[index] = False
sub_array = array[:,:, mask]
(I wouldn’t call your array array but I followed the names in your question)