If you want to search proof comments, you could do a Note report with a filter for contains 'proof comment' since all proof comments are actually Notes and always start with 'proof comment' (and add other necessary filters in addition to this). If you're wanting to search content within the proof itself, I don't think there's a way to do this as WF sees the proof as a static document and it's not searchable in reports.
If this helped you, please mark correct to help others : )