Spotlight file searches are dependent on an index that is stored in the HFS+ volume structure of the drive. As long as the external drives are formatted HFS+ (a.k.a. Mac OS Extended) Spotlight can build and maintain an index of that drive. Otherwise the only option is a painstaking word by word file by file search of the drive such at that used by
EasyFind and
Find Any File. Both of which are excellent as long as you aren't in a big hurry to find the file you want.