If you use the Classic Start Menu to search, it searches indexed locations. You can click "See more results" to open Explorer. Thereafter it's not related to Classic Shell because Explorer and its search are Windows features.
Go to "This PC" from the left pane and then use the Explorer search box on the top right to search non-indexed locations of your disk drive. Computer is renamed to "This PC".
Windows Search service must be running in Services.msc for indexed search to work. On Windows 10, Cortana search is unreliable and does not always find what you want.
Read this detailed guide to understand how search works:
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