On OSX at least: CMD+SHIFT+F brings up the Find dialog. Scope defaults to Whole Project (ALT+H) but you can change it to Directory (ALT+O) which seems to default to the directory of the currently selected file. (Or maybe Scope actually defaults to the last one you used.)
I'm wondering what version of IDEA you tried that wasn't this way?
I don't run into compiler issues too often, but I also don't use shapeless or scalaz so I wouldn't be surprised if more complex type signatures give IDEA trouble. I have noticed a drastic improvement with the Scala support since IDEA 13 or so.