At the moment, LO's regex capability does not include matching patterns across multiple paragraphs. Also, the $ character matches the end of a paragraph (not a line break or a line ending through wrapping). Now, if in my document I have some text, then a paragraph break, then some more text, and I try a regex search with the pattern: \.$\. I expect to be told "Patterns with text beyond an end-of-paragraph marker $ are invalid." or "are not supported" etc. Instead, I am told "Search key not found" - which suggests such patterns _are_ valid, and _might_ be matched, but the text doesn't have them. Now, I would love it if support for past-end-of-paragraph were implemented, but while that's not happened - the user should be told that they can't do that.
+1 to clarify the "Search key not found" error when users enter invalid/unsupported regular expression(s).
Perhaps this would be an easyHack?