it will be better if you detail your query. I ass/u/me that you know 3.4 option and you don;t want to go that route.
What do you want to do by searching? Do you want to list all the PDS that have this member? By doing so what are you going to achieve?
1. Go to 3.4 Type one pds in your list
2. Append all your PdS in your list by using Append command
3. Type MEM "MBR Name" in the command line.
4. The result will show the datasets contains that particular member.
Hope this will suffice the requirement. If you have any doubts Let me know.