After what seemed to be 1000 attempts and much frustration, it was finally included. I again did several factory resets and held the device almost touching the USB Aeotec Z-Stick. I believe the combination that worked was:
1. Factory Reset (probably about the 10th time this was tried...I don't give up easily, especially when it was easily included in my Lyric Z-Wave network as in the last post)
2. Put Indigo in inclusion mode.
3. Hold switch almost touching the Z-Stick,
4. First press of switch program button (wait for quite a while...nothing).
5. Second press of switch program button (wait for quite a while...nothing).
> etc. (not giving up) <
9. Sixth press of switch program button, wait for quite a while -- OMG! Success!! Disbelief. Confusion. Acceptance. Happiness!!!
The switch now is included and works. I will submit a Device Report once I have more experience using the device. For now, it works great.
Indigo never showed anything in the event log (besides the "started controller inclusion mode") until it was actually included.
This device is the first device that has behaved badly when trying to include. Other devices - bing, bang, boom, included.
Thanks for the support and suggestions. If I purchase another one of these switches, I will now know not to return it or throw it into a wood chipper-- just keep trying!