Line 3 is wrong. Try this:
Ok Peter you are right. But I do not have this bug in my original code. I have made it shorter for this thread. It works, but just by searching for one line-breake. If I search for two of them nothing happens, not even an error-alert
By definition a search on paragraphs won't find 2 \r as a paragraph is defined as until and including one \r (or end of story).
If you don't wont to search the entire story do.
Don't forget the  by the selection
Something in your original code may interfere with what you're trying to do and lead to the behaviour that you see. But your 3-line snippet behaves as it should. The line
looks for two or more \r in each paragraph, and a paragraph cannot contain more than one \r. That's why looking for \r wors and looking for \r\r does not. To find multiple \r have to target the story, not individual paragraphs.
(Trevor beat me to it)
Now I can see it clearly, of course.
Thank you (all) for the hint.