The Naval Chronicle vol XVII is also in Google Books here:
http://www.google.co.uk/books?id=hCYoAAAAYAAJ
As far as I know, the others in your list are still not available online. Of those missing, I have a copies of IX & XXII if there is ever anything particular you would like me to look up.
A combined index would certainly be very useful, although I am not sure how comprehensive each volume's index really is. I have all the digitised volumes downloaded and indexed so that I can search them, but it’s rather a long winded process as the software that I use doesn’t handle large pdf files vey well, and of course the OCR errors from digitisation make it a bit hit and miss.