sitecore-marketing-asset-index

On Azure Search, the sitecore_marketing_asset_index_web and sitecore_marketing_asset_index_master do not get created. Instead the indexed data gets combined with and stored on the sitecore_marketingdefinitions_web and sitecore_marketingdefinitions_master indexes.

sitecore-testing-index

Similar to the above, the data is combined and stored with the sitecore-suggested-test-index

sitecore-fxm-index

By default there are no items under /sitecore/system/Marketing Control Panel/FXM and therefore I assume the index doesn't get created as there are no items.

In general if you are having trouble with these indexes, the first step is to make sure marketing definitions have deployed succesfully via the Control Panel. In my experience this will sort out 99% of issues related to this. If this doesn't solve the issue then you will need to post a new question with the error message(s) from the logs during indexing.