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Hi Roderick. Yes, links from anywhere in the world have value too them based on that domain's authority and trust. In fact, if all other things were equal (super rare hypothetical) but one site had a greater diversity of linking domains (.co.uk, .de, fr, etc.) that site would likely rank higher.  See: http://moz.com/search-ranking-factors, and, "As in 2011, metrics that capture a diversity of link sources (C-blocks, IPs, domains) have high correlations. At the domain/subdomain level, subdomain correlations are larger than domain correlations." Cheers!

Have you set OSE to the maximum amounts?  Target >> this root domain, Link Source >> all pages, Link type >> all links? You might be missing some if you're checking only external, certain types of links, only the current page, etc.  Cheers!