I'm assuming you've indexed all the drives you want to be included in Search Options. Even then, I've noticed that Cortana won't display results for .exe files that are not in the Programs List as...

I've tried a lot of those 3rd party ones and eventually stuck with Everything Search, but none of them is quite as effective as Cortana to search music files, which is what I do most of the time I...

I'm on the latest windows insider build and the feature seems to have made a comeback. It now displays all the files regardless of it's location in my computer. I did request for it in the feedback...