Hello Dana,
This is how XC5 was programmed to work. You can search orders by a zip/postal code, but there are no filters that would work from other address fields.
However, you can find these files when search for users. So, as a workaround you can search for the user first, and then filter orders by that user. Will this work?
It is possible to add the fields to the orders search form by creating a custom module. We can develop such a module for you. Please send a request for quote here:
https://secure.x-cart.com/