You cannot search for a user, a group, or a role with a search bar. You have to sort and find it yourself. Same goes for when you're trying to add a role to a group or a group to a user, you have to search through the dropdown yourself instead of using a search bar.
In Jedox 2020.1 adding user to groups / groups to roles and vice versa has been simplified in the UI using a "tag" control, and searching there is now possible.
Also, the lists of users / groups / roles are now sorted alphabetically by default.
If you still consider searching in the lists a worthwile feature, please create a new idea for it. Thanks!