Hi there, uptownfound.
While there isn't a customer message filter in the Advanced Search and All Sales window, I'll share a work around to look for the invoice.
You can run a Transaction List by Customer report. Then, add the Customer/Vendor Message column. Here's how:
You might also want to export the report to Excel so it'l be easier to use the CTRL + F function.
Let me know if you need anything else.