If you don't find the entry you are looking for, try searching the National Probate Calendar on ancestry (up to 1966), because there do seem to be some omissions from the new index. It seems to be particularly confused by people who died before 1858 (yes, they can still be included if probate hadn't been granted before the new system was introduced.)
National Probate Calendar on ancestry
And I see it still says "any person in the UK" on the new website although it only includes England and Wales.