First, make sure that no message is selected in the Mailbox that you have selected for your search. If one or more are seleted, do CMND+CLICK on it or them to deselect them. (If one or more are slelected, I think that the search will b confined to those selectedmessages.)
Here are several screengrabs that go through what I do:
Click on the selected item "Message contains: Amazon"
Click on "Any"
Choose what you want. As an example, choose "From"
All messages from Amazon will then appear in Mail's usual column of messages which appears to the left of the area where you create messages, which at this moment has: "No Message Selected" under a graphic of an envelope.
Hope this works for you.