Index for OR query where value is the same on both columns

I have following use case:

My table (significant parts):

CREATE TABLE transfers (
    id int,
    product_id int,
    source_location_id int,
    destination_location_id int,
    quantity int,
    created_at datetime
);

Now my query is:

SELECT * 
FROM transfers 
WHERE (source_location_id = 123 OR destination_location_id = 123)
ORDER BY created_at DESC
LIMIT 100 OFFSET 400

At the moment that table contains 20 million rows and this query takes 2-3 minutes to finish)

Is there a way to create an index for that OR clause since this specific id will always be the same for both locations in that SELECT.

I have seen some people mentioning unions for OR clause, but I am using an ORM that does not support UNIONS nor SUBQUERIES, plus unions will not work with pagination.

No, there is no index that will help this. To have this query indexed, you need a union, optimally like:

SELECT transfers.* 
FROM transfers 
JOIN (
    (
        SELECT id, created_at
        FROM transfers 
        WHERE source_location_id = 123
        ORDER BY created_at DESC
        LIMIT 500
    )
    UNION DISTINCT
    (
        SELECT id, created_at
        FROM transfers 
        WHERE destination_location_id = 123
        ORDER BY created_at DESC
        LIMIT 500
    )
) ids USING (id)
ORDER BY ids.created_at DESC
LIMIT 100 OFFSET 400

If source and destination are never the same, UNION ALL should be used instead.

Alternatively, add another table like:

CREATE transfer_locations (
    transfer_id int,
    location_id int,
    created_at datetime,
    primary key (location_id, transfer_id)
)

with rows for the source and destination for each transfer, and select from that, joining transfers.