Is your feature request related to a problem? Please describe.
Currently, if the are no matching indices, there is no log line post -

The opensearch source will start processing data at 2025-12-09T08:27:16.977857090Z. It is currently 2025-12-09T08:27:19.854944258Z

Which becomes hard to debug. Moreover, there would be no metrics also. Thus, having a clear log message, in case if post applying the include_name_regex and exclude_name_regex there are no matching indices, would really help.

Describe the solution you'd like
Add relevant logging for this situation in following file