I struggle daily with Finder's search. It cannot find files in my Downloads folder even if I type the exact name. Do I need to rebuild some index or some other setting?
mdutil -E -a
That command will erase and rebuild Spotlight index on all volumes.
Since Tahoe, Spotlight has multiple modes. You might have better luck forcing it into folder & files mode. That's command-2. So command-space, spotlight UI appears, keep holding command key, press 2. There's also 1 for applications only, 3 for "actions" and 4 for clipboard history.
Bloody daft.
With the Finder open, go to Settings > Advanced, and change the drop-down at the bottom to "Search the Current Folder". This is something I do on the first run of every new Mac I set up.
"Search this Mac" should be confined to Spotlight OR as a fallback if the local folder doesn't return anything.