OK. Let me first explain why most likely you can’t find the recording of the composition from the World album in My Compositions. Because this behavior might annoy you.
Roon seems to get the information of whether a track is a composition from the metadata services. Except, sometimes it seems to be missing, and there is no way to manually and reliably force a track to be a composition if it isn’t. Go to the Boogie on Reggae Woman track on the World album and click the three-dot menu on the right. Most likely you will find that the menu has Go to Stevie Wonder, but no Go to Composition. (Proper compositions have this menu entry, you will find it if you look in the tracks that do appear as recordings of the composition). That’s because this composition property in the metadata seems to be missing and Roon does not recognize that track as a composition. And that’s why it does not show up as a recording of that composition in My Compositions.
Now, sometimes the following helps, but not always:
- It may be that the track does not have a composer. If it does not have a composer, it is not a composition. Go to the three-dot menu of the track > Edit > Credits and add the correct composer (the same one as the composition has in My Compositions). This may prompt it to be recognized and added to the composition view. Or not. When using local files, you can of course add the composer in the file tag instead, but this also does not have a reliable effect.
- Sometimes this is not enough. In some of these cases it helps to add the album from a streaming service to the library. This seems to drag in the composition metadata and it will be applied to the local album as well, making it a proper composition. But you can’t do that as you don’t have streaming services.
- [In some cases it can also happen that a different track title causes the track not to be recognized as a recording of a composition. Like it happens sometimes with cover versions or re-recordings of a track by the same artist, which don’t necessarily have the same title. It then usually helps to merge the compositions in the My Compositions view (select them both, then a Merge button should appear top right, click to merge them). In this case it helps to add the track title from the composition to the offending track (e.g. in brackets) so that you can make them both visible at the same time by filtering]
Sometimes neither adding a composer nor adding a streaming album to the library helps. It is very annoying and leads to threads like
Now back to the searching 
As I have shown above, for me the search finds albums by their title that are unidentified. I have now tried searching for a track from such an unidentified album and it is found as well:
This unidentified album, Wood for Rainer, is a Various Artists album. Even if I search for an artist that is credited as Primary Artist on just one of the tracks, and that does not exist otherwise at all, the search finds it:
So, all of this seems to work for me and I have no good idea why it does not for you. However, your screenshots above don’t show anything about the actual searches you were trying, just the filter and composition thing. So I am not quite sure about the situation you have there.
Some possible causes that come to my mind are:
- I have streaming and you don’t. It seems unlikely but I can’t rule out that maybe because the search runs in the cloud it behaves differently and worse for local files in the absence of streaming.
- If an album is unidentified, it obviously can’t get any metadata (if it did, it would not be unidentified). Therefore, artist credits have to be added manually, and only if this was done would the search be able to find the album when searching for an artist on it. Not sure if you have done that.
- However, even in the absence of artist credits I would expect that the search finds the album and tracl at least by title. But then we are back to the problem that I have no screenshots of your searches and results, so I am flying blind in this regard.