Go to the library screen, and enter a string of random characters as a search string (so you don't get any real matches). On the results page, if "Text in Books" is highlighted, tap it, and it'll show you the number of books not yet indexed. Tapping that number will take you to a screen showing which books haven't been indexed.
If "Text in Books" is greyed out, indexing is complete.
If the Kindle is still indexing, connect it to an external power source until it's complete. Indexing runs enormously more quickly when the Kindle is on external power.
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