Prevent 'Searches might be slow in non-indexed locations' banner from appearing

Thanks for the replies. In the end the solution was embarrassingly simple: just right-click on the banner and select 'Never show this again'.

Job done.

Why I didn't think to try that before I don't know.

Try this : In the registry key
HKEY_CURRENT_USER\Software\Microsoft\Windows\CurrentVersion\Explorer\InfoBarsDisabled,
set the DWORD value of LocationNotIndexed to 1. Reboot and test.

My best advice, however, is to use third-party utilities for searching, instead of Windows Explorer.

For searching file-names, use the Everything Search Engine, for instant as-you-type searching.

For searching the contents of files, use Agent Ransack, which has many options like regular expressions, as well as a Preview panel for viewing rapidly the found contexts for pinpointing the files that are worth opening. It also installs a shell-hook in Explorer, for invoking on a folder with right-click.