I'm not an Apple employee. The accepted consensus around here is that Apple don't monitor these boards and if you want to tell Apple something then it's either via the feedback site or by contacting support.
I asked about the Privacy Protections settings because they mess up Mail on my Mac. If I have "Block all remote content" turned on then it can mess with mail messages and older ones are sometimes blank of content. I turned it off and everything worked fine. I don't use iCloud mail.
I asked about Private Relay because there have been issues with Private Relay and iCloud and firewalls since 18.something and it's wonderful "categorization' feature of messages. If, as you say, your mail problems have been going on since before that then it can be ignored.
Finally, the "Some results may not appear" pops up every time I do a search on my iPhone, but as far as I can tell I'm not missing any messages in search. I've searched for recent stuff and very old stuff and results on the phone match the Mac. Obviously I can't make a definitive statement but I've just done a search for text that I know only appears in 3 mail messages and all three show up on the phone, together with the "Some results may not appear" message. It 's found everything but still gives the impression it might not have, which is not very helpful; I'm not saying that in your case the message is invalid - I'm just trying to help.