Slowlog not created on all nodes

Hello,
I am trying to create and monitor slowlogs.
I have configured for testing purposes

PUT /index*/_settings
{
    "index.search.slowlog.threshold.query.warn": "0s",
    "index.search.slowlog.threshold.query.info": "0s",
    "index.search.slowlog.threshold.query.debug": "0s",
    "index.search.slowlog.threshold.query.trace": "0ms",
    "index.search.slowlog.threshold.fetch.warn": "0s",
    "index.search.slowlog.threshold.fetch.info": "0ms",
    "index.search.slowlog.threshold.fetch.debug": "0ms",
    "index.search.slowlog.threshold.fetch.trace": "0ms",
    "index.search.slowlog.level": "info"
}

Slowlogs are created, but not on all nodes.
Does that mean that query & fetch are not run on all nodes?
Or there are settings I am missing?

Thanks~!