Maybe others will have a different idea, but after reading your most recent explanation, my belief is still the same as I explained in reply #1 in this thread.
I ask if you performed all of the three steps I mentioned (not one or two of them, but all three) before you did the search? Those three things you MUST do are: "click on "All PHotographs" in the Catalog Panel, turn off all filters (Ctrl-L once or twice), expand all stacks" ... then do the search by file name
If you still don't find the photos that way, what happens if you use File->Import and try to import those files, are the previews grey?