On Windows, the fastest way seems to use WizTree to scan the whole hard drive (Takes only a couple seconds to scan an SSD, and even my 2 TB spinning HD with >900,000 files takes less than 15 seconds) and then search the results for the filename.
I also like WinDirStat a lot for Windows file management, which is not really for search but gives a great view of disk usage.
Actually, the secret sauce to both WizTree's and Everything's speed is the NTFS Master File Table (MFT) [1].
[1]: https://learn.microsoft.com/en-us/windows/win32/fileio/maste...
Have never been able to find anything.
Probably worth benchmarking against fzf/ripgrep when I can find the time.
SwiftSearch is excellent and uses the same tech: https://sourceforge.net/projects/swiftsearch/