Right now I know that I can search for macros by using cmd+f hotkey whilst inside the window, however that search is scoped to the group I am currently in. If I want to search my entire library, I need to go and pick ‘Global Macro Group’ or ‘All Macros’ and then make the search. Is there a way to make global search for macro straight away independent of what group I am in and if not can it please be added. Thank you a lot and I hope you can understand why it is so important for me, perhaps such search already exists but I could not find it. 
Here you go:
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⌥⌘F will move to All Macros and the search box.
In addition to ⌥⌘F, you might be interested in:
TIP: Searching for Macros to Run or Edit