What you have found is a limitation of the Zeus searching
Internally, Zeus holds the file as a list of individual lines, meaning the '\n' characters don't actually exist.
As such searching for the '\n' character is not possible and for many years Zeus couldn't actually search for the '\n' character.
But after so many requests for this feature a work around option was added.
To make this work the search code checks for '\n' characters in the search string and if it finds any it builds a temporary search buffer by concatenating lines and to know how many lines to concatenate it counts the number of '\n' characters in the search string.
That is why your second search worked, but not the first.