Search feature for PM?

Or is this function available, but I don't how to use it...?
A lot of the time my friends and I discuss Scripture in private messages.
It would be very helpful to be able to dig out an old post instead of going to go page by page looking for it, particularly if I am discussing the same subject with another person and I already made an elaborate post about it that I'd like to just copy/paste.

Not sure if there is a way to search PMs; however, you might look into how you might use the 'Filters' feature...?

That unfortunately doesn't solve my problem of searching for a particular post.
I have a tendency to run long threads with friends jumbling everything together from How are you today to Bible study, and usually it's painstaking to dig anything out, which is how the idea was born. I have to list page by page and use "find in page" in browser if I'm trying to find something.
But thank you for the info I wasn't using Filters before