By default, the deployments are launched with profile disks housing theirs home folders, and by default outlook stores the pst files within the user's documents. So if you have the Windows Search Service role installed, it will try to index the pst and documents when the user logs in and the profile disk is mounted, but once they log out, the index for that disk is cleared and has to be recreated once they log back in. To solve this you would have to configure a gpo to configure home folder redirections.
And then configure the windows search service.
Server steps have to be taken below is the order we suggest going about it.
Configure Redirected folders
Install the Windows Search Service role on all session hosts and file server.
Install/Reinstall outlook so it adds the program to the indexer.
Windows Search Service
This has to be done on the file server along with all session hosts.
Log into the server and open Server Manager. On the top right, hit "Manage" the "Add Roles and Features"
Hit "Next" about 4 time's until you get to the features section, find and check the "windows search service" hit next.
Hit install, and once completed hit close.
Now on the file server, open Control Panel and open Indexing Options.
Note: On session hosts, notice that outlook isn't present there. Hence why the final step in this process is to reinstall or repair outlook. Even if you add the physical folder path for the PST file, Outlook itself has to register itself as an application on the indexer so that it can leverage the searching.
Hit modify at the bottom
Browse and select the folder, hit OK.
This concludes fixing the searching for their documents and information within their home folders.
To finalize the searching of outlook mailboxes, on the session hosts proceed to install/reinstall outlook so it is registered on the indexer.
Below is how it would look, notice it shows the outlook icon instead of a folder, because it has registered the mailbox not just the location of the pst.