Let $S$ denote an enumerated infinite collection of absolutely normal (i.e. normal in all integer bases greater than or equal to $2$) real numbers (with no repetitions) such that any natural number corresponds to a unique element of $S$.
Let $F(S)$ denote a real number such that $0 < F(S) < 1$ and each $(2^x \times (2y + 1) - 1)$-th bit of the base-$2$ representation of the fractional part of $F(S)$ is equal to an $y$-th bit of the base-$2$ representation of the fractional part of an $x$-th element of $S$.
Question: does there exist an example of $S$ such that the corresponding $F(S)$ is not absolutely normal? If yes (or no), is it possible to prove this?
This question is not about an explicit example of $S$ satisfying the described property, it is only about the existence of such $S$ (and provability of the existence).