Hi @smartmeister. The Caja search tool could use some improvement as I don’t think it has changed at all from the original Gnome2 days.
I find it does not use wildcards or regular expression. Nor does it include hidden files and folders (something I added to a recent wishlist here). It also lacks a location in the results (properties of a result has the location path).
In summary it’s a simple file text match looking for one text string and that string may include “.” as a matching character and not a wildcard.
There’s a separate MATE Search Tool in the menus that can do a much more powerful search when needed. I usually make a hotkey for it.
HTH