Exhaustive Grid Search will create a model and evaluate it for every possible combination in the grid. It will not skip any model experiment. Exhaustive Grid Search is done by turning off Auto Tune.
If you turn on Edit Initial Parameters, you can modify the default values. We suggest using the default values for an initial run, since these create a fairly exhaustive grid.
If you click the Execute button with Auto Tune turned off, you will be taken to the Model Details page for the grid and you can click on the Grid Results in the Model Actions menu and see the full set of grid experiments and their status.