The show is marked as Monitored and RSS and Search is turned on for both of my indexers. Most recent episode was last night. Shouldn’t it automatically be searching for all available episodes as soon as I added the series?
No, that will be an option in a future version, but at the moment you need to kick off a search manually after adding the series.
Sonarr only uses searches when told to by the user, it uses RSS to automate the grabbing of episodes, but if that episode is not on the RSs feeds any more (last 100 releases) then you need to search.
But as soon as a new episode airs, Sonarr will grab it automatically, right?
As long as it meets the quality and any other rules, yes.
Try with a show that airs tonight.
Will do. Liking it so far, will be donating. 
Thanks! Glad you like it, if you need anything else, just let us know.
I am new here and do not know if this is the right place. I just started with installing Sonarr + NZB get. When I am trying to load 1 or more episodes (like Great British Sewing Bee or Father Brown which I presume must be available) I always get the message : ! episode missing from disk - so I was never (yet) able to load anything ??
Anybody any suggestion why ???