It sounds like you’re doing everything right. My guess is that you’re running into a bug in recent versions of macOS, which causes an error that can prevent some .eml files from being indexed for searching. I’m working on an update that works around this bug and will post here when it’s in public beta.
In the meantime, you can search for e-mails by title if you select Title as the search scope, as this works without the index.
Thank you for your prompt replies; would you advise therefore that I do not import any further emails until a remedy arrives in the next update or do you envisage the ability to index any emails already imported prior to the update?