The first thing to check is the actual location being used. The scanner uses GPS coordinates to decide what to scan. When you enter a ZIP code, the scanner looks it up and uses the coordinates of the center of the ZIP code area, which may be many miles from your actual location. Is the scanner actally trying to scan your local system?
Your best bet is to look up your actual location on Google Maps, and then enter your actual coordinates in Sentinel. Click the Edit Profile button, then go to the Location Settings tab. The Range setting controls how far outside a city or county you can be and still scan that jurisdiction. Typically you want to set it at 10 miles or less, or the scanner will try to scan too much stuff.
The next thing to look at is Service Types. Uniden has most of them turned off by default. Turn on all of the EMS, Fire, Law, Interop, and Multi Service types.
You also want to consider your antenna. An indoor antenna is not going to get very good reception, and is only suitable for strong local signals. If you want consistently good reception, you need an outdoor antenna designed to receive the bands used by your local agencies. The telescoping antenna that comes with the 536 is not really a multiband antenna; you have to extend or retract it to tune it to a particular band. You may need to experiment to see what length gives you best reception.