Your issue may be related to VARCHAR vs NVARCHAR. These 2 links may help
Querying MS SQL Server G/UUIDs from ColdFusion and
nvarchar vs. varchar in SQL Server, BEWARE
What might be happening is there is a setting in ColdFusion administrator if cfqueryparam
sends varchars as unicode or not. If that setting does not match the column setting (in your case, if that setting is enabled) then MS SQL will not use that index.