Hi,
I've seen this once or twice.
First go back and check that your sub-project indexes work OK
within the sub projects. If they do, make a small change in those
indexes and recompile the sub-projects.
Go back to the master project and delete the merged sub
projects from the master, including from the baggage files. Also
delete the .chm files from the output SSL directory
Recomile the master project and check that the index shows OK
for just the master project.
Next re-merge the sub projects into the master and recompile
the full project. Hopedully your full index will now be working.
I've never fully got to the bottom of this, but I've found if
I forget to put an index into the master project before I compile
it for the first time (then put it in as an after thought) the
index in the merged and compiled master project can be
termpermental. Stripping down and rebuilding the master project
seems to clear it.
Might not be an elegent solution, but it it tends to work for
me.