At the bottom of the Find/Change panel, Do you have Search: selected to "Document"?
Works for me. Funny: I've worked with ID for a decade or so, and this is the first time *ever* I hear of this "Load Selected Glyph in Find" when you only have one character selected.
Some basic checks: the Find/Change box likes to guess what your intent is. Perhaps it keeps on defaulting to "Search: Selection". Also check the row of little icons at the bottom (perhaps your text is on a locked layer, or are you on a Master Page).
Sorry, I should have been more specific. Yes, just to be on the safe side, I checked off most of the icons at the bottom and ran a search within story. When that didn't work, expanded the search to document.
I recently encountered a situation when IDCS4's search didn't work as expected. I typically set multilingual material that is mostly English with occasional CJK strings, which I put in C, J, & K character styles to unify font usage and language attribute for each. To find any I've missed, I search the files for anything in the CJK range with a character style set to none. Running that search on all six files open in an ID book, I was startled when it turned up 3 Chinese strings already marked with my character style (between them the files contain hundreds of marked CJK strings). Curious, I used a regular text search for anything in the Chinese font with the character style None, and only those three turned up. The odd behavior survived a cold boot.
All three strings were in a single "cheater" footnote, an un-numbered note added above the first footnote. Had I found a Bermuda Triangle of ID searching? The note looks okay in Story Editor. I copy-and-pasted one of the style-marked characters to another article's cheater footnote, but there the character style "stuck": re-running the same search ignored the pasted-in instance, as it should have. I tested to see whether the peculiarity would survive exporting to *.idml and *.inx, and it did, even lasting through closing and re-opening the re-imported files.
Getting back to the OP, I could always find a sample CJK character from one of the strings, whether searching by Text, GREP or Glyph. It is just the character style attribute that this ID lost track of for a small piece of this particular file. But it makes me wonder.
In my case, someone in the group was using the wrong symbol font. You know how it goes, when you replace the font, the keystroke that was mapped to, say, a square in one symbol font, can turn into a toaster in another. It was a small bulleted list (bullets were not embedded, just a character then a tab), so it was easy to copy/paste the right glyph manually. Just trying to figure out why Find/Change wouldn't work at all. Tried getting the "Find" glyph in there every which way (Unicode, GID, Load Selected), but nothing worked.
I am having the same problem here. However I'm searching text.
My example: I search 'P' it finds all occurrences. I don't want all of them, just those with a specific 'character style' applied. When I search using that 'character style' in the Find Format, it returns 'no matches'. It also returns 'no matches' if I just apply one characteristic from the character style to the Find Format field.
I've used this function for years, it has just stopped working as I've upgraded from CS5.5 to CC. I suspect a fix is required.