Yes I see that, I have seen the message when I did have all the relevant indexes installed. Also what you have said explains why I found if I was slightly over generous when downloading the index files with Astronomy.net, the solving speeds actually improved. On a good night a first solve of 15 to 20 seconds and subsequent solves in 8 to 12 seconds. I wonder if the message could be made more of a basic / some type of prompt to check the installed index files, rather than just fail. It would act as a guide or starting point to sorting the issue of a failed solve.
By the way, we had the first clear night here for a few weeks last night and the new StellarSolver in KSTARS worked great right from the off, not a single failed solve during the session.