It is possible the filename appears as the, but the h is actually some weird character and as such the is not the same as t4e (just as example) and thus does not match.
You can test this by searching for other files in that folder and see if you can find them or not.
Secondly, Search is controlled through Windows Search which uses a service and a database with its index. If the index is corrupt or Windows Search is not running, it may also not find a result.
You can find the windows search in Control Panel -> Index options. Rebuilding the index can solve this, but keep in mind that it will take several hours to complete, and until its completed, the search may still not find the file, so you can only properly test after that completes.
In order for Windows Search to do its magic, you can add the folder you're trying to search in to its database. That will allow you to quickly search, not just for filenames and partial filenames, but also for pieces inside the files.
[
and]
part of your filename???[THEfile].txt
(unless the real extension is hidden...)