As far as I can tell from observation (using the Word Engine), only the selected (active) dictionaries in
Word->Options->Proofing->Custom Dictionaries are being used in the actual spell checking process, which is consistent with Word's built in spell checker. Are you able to confirm this from a developers perspective?
However, in a nutshell my main concern is this:
In your implementation of the "Add Word to dictionary" feature, I would only want to see dictionaries listed that I have activated in
Word->Options->Proofing->Custom Dictionaries.
IMO the best-of-breed implementation of this particular function, from a UI perspective, is the spellchecker in the calibre editor - in that it only offers 'active' custom dictionaries in it's "Add Word to dictionary" option :
Which custom dictionaries are 'active' is defined in the Calibre Editor's Preferences, much like they are in Words Options->Proofing
BR