I have just received an answer from OneDrive support, this is a known issue:
It seems they are working on this search bug.
Hello Danny,
Thank you for contacting OneDrive Team, hope you are doing great
We are sorry for the inconvenience caused to you. We have read your response. Rest assured, we will help you with the best course of action.
We would like to inform you that this is an On going issue, One of my friend is also facing the same issue. We totally understand that this can be so frustrated so, please do not worry, our engineering team is working on the issue.
We would like to inform you that this issue with the indexing service on our backend, this would impact Web, and Mobile endpoints. Searching in file explorer for local files is not impacted. Navigate to the file manually, if searching does not work in the website.
Please accept our sincere apology for the difficulties that you have faced with OneDrive. Our aspiration is to honor you as one of our most valued customers and we hope to serve you better in subsequent times.
We really want to help you and would really appreciate your co-operation.
Thanks,
Parthi R.
OneDrive Team