Too long for a comment:
The paper you linked of Lockhart-McOwen shows you the faults for noncompact manifolds (independent of $p\ne 2$). Look up the Atiyah–Patodi–Singer spectral boundary-value problem. We need asymptotic conditions (or boundary conditions, there is a way to pass between the two) otherwise the kernel of our operator is infinite-dimensional. Look up the Atiyah–Patodi–Singer spectral boundary-value problem. I've learned the most from reading the analysis chapters in Kronheimer-Mrowka's "Monopoles and 3-manifolds", specifically Chapter 17.
See my comment (my lack of confidence) about answeringAbout your question for $p>2$ and $X$ compact, I don't know in general. We can use the Rellich–Kondrachov embedding theorem to get compactness for $W^{k+m,\,p}\to W^{k,\,p}$ with $m\ge0$. It then suffices to prove (what I call) this "Calderon–Zygmund" inequality to get Fredholmness: $||s||_{k+m,\,p} \le C(||Ps||_{k,\,p} + ||s||_{k,\,p})$. To my understanding, this is a rephrasal of finding a parametrix (Green's operator) for $P$ such that $QP-1$ (and $PQ-1$) extends to $W^{k,\,p}$. In other words, we know that an operator is Fredholm when it is invertible up to compact operators, and an elliptic operator $P$ admits a parametrix $Q$ with $QP-1$ and $QP-1$ "smoothing operators". Working over compact manifolds, the hope is that these smoothing operators have a continuous extension to $W^{k,\,p}$. Is that granted by the property "smoothing"? This is probably basic (i.e. the proof using $p=2$ might allow freedom in $p$).
There is a trick I found in Hormander's "The analysis"Analysis of linear partial differential operatorsPDO's III", Corollary B.1.6, that gets you what you want whenwhich shows how you already havecan take knowledge of your linear(linear) elliptic operator on $W^{k,2}$ (and henceand get the Fredholmness for all $k$): If your continuous linear operator $W^{k,\,2}\to W^{k,\,2}$ restricts to a continuous linear operator $W^{k',\,2}\to W^{k',\,2}$ for $k'>k$ then it also restricts to a continuous linear operatorsame knowledge over certain Besov spaces $W^{k'',\,p}\to W^{k'',\,p}$$B^{p,k}$ for $k'>k''>k$ and any $p$. <--- Not quite$1\le p\le\infty$, but I am not sure the "Besov spaces" Hormander uses are the Sobolev spacesdon't think this is good enough for $W^{k,\,p}$ (i.e.that is, I don't know ifthink the norms are equivalent (and if it were then we'd get knowledge for $p=1,\infty$ which seems too strong)). But I can very easily be wrong, maybe this gets us what we want... in either case there should be a more direct route.