正式なコメント
Michael,
When using the XDJ-XZ with rekordbox in PERFORMANCE mode you need to open LINK mode and press the load buttons for decks 1 and 2 to assign the controls. No, there will be no on-XDJ search function since the unit is paired with rekordbox and the search can be used from the computer.
The rekordbox button on the XZ is for use with rekordbox in EXPORT mode, which links the computer as if it were a USB drive, only with the ability to use the in-software search functions as well as drag-and-drop to the player.
I would recommend updating to rekordbox 6 unless there is a specific reason you've remained on version 5.