Hello Craig/crimson957,
Thank you for using the feature and giving us the feed back. I am happy to help you with the questions. As a pre-requisite for the expedite to work, the expedite client aka the Update Health Tools needs to be installed on the machine. This client is installed with https://support.microsoft.com/topic/kb4023057-update-for-windows-10-update-service-components-fccad0ca-dc10-2e46-9ed1-7e392450fb3a. Another things to note is when the client is installed the device needs to be Azure AD joined, only then the client turns on the necessary services for the expedite feature to work. Once the client is installed and our services are able to see the device that alert "Expedite client missing" gets resolved automatically. Details on how check if the client is installed on the device is outlined in this post and also in the prerequisite document below in the link.
https://docs.microsoft.com/en-us/mem/intune/protect/windows-10-expedite-updates#prerequisites
Please let me know if that helps.
Thanks,
Brikesh Kumar