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Hey Tomi,
Enable the AUTO CUE by pressing and holding that button (you'll see AUTO CUE illuminate in the display), that will force the track to create a cue point and stop at the start of the track.
As for the searching, that's not a function of the RR when in performance mode as the idea is you have access to your keyboard and mouse to do that and more within the software, whereas in stand-alone mode (or linked to export mode), you're relying on the RR itself to perform those funcitons.