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I don't have that on 11082. Click on modify, then expand C until you see a box that isn't ticked.
By default C:\Users\<whoever>\Appdata is excluded but you've changed it to something else....
Yes. I know. Did that. Can't find it ANYWHERE on my C:/ drive
It is C:\ProgramData\Microsoft\Search\Data
It's a hidden system directory (owned by SYSTEM) that doesn't show in indexing options even with "show hidden files" on and "hide protected OS files" off in view settings.
It makes sense I guess it doesn't try to index itself. Anyway I don't think you can change this (not in 1511 either).
Nicely done! Thanks for doing the legwork!
I manually found the folder, changed all the permissions and it disappeared from my exclusion list!