The troubleshooting guide is not helpful in this case. I have uninstalled and reinstalled WDS 2.6.x and 3.0 several times. Both versions consistently fail to index my PST files, with the exception of the one loaded as "Personal Folders". That one is indexed. I make it a habit to move prior year inbox and sent items into a PST for each year, and "mount" the most recent couple of years in Outlook.
I have left Outlook open with PST's open all night to allow indexing to complete with identical results. Only the emails in my mailbox, running in Exchange cached mode, and the current "Personal Folders" PST are indexed. I can confirm what everyone else is reporting here - Copernic gets them all. I would like to resolve the perceived faster speed of WDS over Copernic - but I suspect that it is simply a case of Copernic handling significantly more items - WDS appears to be faster because it's not doing as much work.