I've been having this problem for a while, not sure how long, but file searching used to work over a year ago. Since then I've upgraded to 18.04 and I don't recall it ever working here... Basically I could be looking at a file in Dolphin File Manager, hit CTRL+F, enter the EXACT filename and nothing is found. Now, when I hit CTRL+F, the top of Dolphin file manager shows "baloosearch", so I guess it is a problem related to that. However, Kfind also fails to find anything, anywhere. Let alone searching file contents. Any advice is greatly appreciated!
I found this for you:
If you aren't getting the error message, Baloo is installed, but needs a setting changed.
Or, you might install Catfish (which works from system menus, not inside dolphin) which I've found is very capable. It should install any dependencies so it works right out of the box.