How do you get Spotlight to search in sub-directories? How do you get Spotlight to search in sub-directories like Windows Explorer does? Here I have done the same search on the same directory - the root of the usb drive SFD223128GB using both OS X Finder and Windows Explorer (via Parallels). The results are different - it seems that the Finder doesn't search within sub-directories. Is there a way to change this?
This seems like a bug with Spotlight in OS X.

Spotlight should search recursively in whatever directory it is told to, however after some testing it seems this functionality breaks with some exFAT and NTFS partitions.

If you want to search by name in such cases, you can use 'find':

find /path/to/folder -name "*name*"