And no, they confirmed, it wasn't because my web site was marked as spam. They explained to me that "some" servers have to be included manually because they are beyond their "default" space.
What puzzles me is that Yandex is definitely not the entire Internet, not even the entire Russian-speaking internet, and yet it claims to be finding "Everything" without mentioning of the limitations in place. My point is, this is misleading for the users, if not just plain cheating.
Soemthing is definitely wrong with their policies with regard to indexing the Web.