Those are all great questions, which have led to some
answers!
I am using multiple CHMs merged into a single master project.
If another user opens the CHM that is missing the keywords
manually, the index keywords do appear. But if they open the master
CHM manually, the keywords don't appear for them, even though the
keywords do appear for me. If the other user opens the master CHM,
the merged CHM does exist in the TOC and the pages are all there.
So it is just the keywords in the index that do not appear in the
master CHM for that user.