For instance, this one (link to a post to !memes@reddthat.com): https://reddthat.com/post/20260613
Pasting it in your search bar should give you this kind of results:
You can then click on it to access the post from your instance (in this example, lemmy.zip: https://lemmy.zip/post/16918691)
Here is an excellent comment from 3 days ago, so it should be federated everywhere by now? I just shared that link with someone else in fact, in an unrelated reply. I then went to Lemmy.World and searched for that link, but it does not find the original, although it does find my recent sharing of it. I also searched on reddthat.com, and saw the same behavior. And lemm.ee as well. So the “sometimes it works” effect may have some additional not-entirely-characterized triggers for that behavior, but it definitely does not work all the time as a “find this comment” feature as we are discussing.
So as it now stands there is a way to use this search feature to find posts, but not reliably to find comments. Though that is still more than I knew a week ago before Blaze shared this trick with me then:-).