Hi Alexander,
It is your IMAP server that doesn't support searching, not Mail.dll.
The error message is returned by the server.
The search is always performed entirely on the server, otherwise the component would have to download entire mailbox locally (several gigabytes of data in some cases) and index it. That would be impossible
Consider changing your email provider/IMAP server, as not supporting searching by subject is something really odd.
You can turn on logging to see the exact client server communication:
https://www.limilabs.com/blog/logging-in-mail-dll