This is how filemaker searchs work is with new record request. After you enter find mode and do new request, any multiple fields fill out is an "and" in the search. You must enter a new record request for an "or" search. You can create a script that will do all the steps for you. I created a sample.
You may find the looping script example in the following thread a useful method for finding all records that have a value that is a member of a list. And comma separated lists can easily be converted into the needed return separated list by use of the substitute function:Scripted Find Examples