Official comment
The My Tag feature is predominant on the CDJ-2000NXS2 with it's Track Filter option. You can also use the Track Filter within rekordbox itself while using your XDJ-RX via Pro DJ Link.

I started using Rekordbox on my iPhone and iMac and noticed tags like genre, components, situation, etc. I was excited to see this so started to tag my songs like crazy. But then I can't find anything in Rekordbox or especially on the XDJ RX that searches by those tags. I can only find that on the iPhone app.
So where do I search by tags?
The My Tag feature is predominant on the CDJ-2000NXS2 with it's Track Filter option. You can also use the Track Filter within rekordbox itself while using your XDJ-RX via Pro DJ Link.

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You could also tap the 'menu' button on your RX and then >sort by...
gives you a whole bunch of options to sort by... bpm, artist, genre, comments, key, and many more.
but you actually can´t sort by tag...
A workaround is to "copy tag to comments" (you have an option for that inside rekordbox preferences" and then you con sort by comment!
G.-