And if you're in a more complicated decision-theoretic dilemma than that, with Yog-Sothoth playing the role of Omega*, then you don't search for the Bag of Holding at all until something interesting has happened that creates at least a chance that Yog-Sothoth's game is finished and you will be allowed to go home.
Otherwise the search really can do nothing but deliver bad news that is the search's fault.
Because Yog-Sothoth will have intervened or just selected initial conditions on the basis of filtering out possibilities where you find your Bag and then go home.
If you'd been smart enough to say, 'If Yog-Sothoth graciously lets me find the Bag, I will graciously refrain from using its contents to depart this planet until something interesting has happened to me', perhaps you would have found your Bag, nice and intact, the first time you ran Locate Object near the place it was lost.
Or if that certainty of eventual escape had itself negated Yog-Sothoth's scenario, you should have run a simple search or no search at all, just to check the basic assumption that Yog-Sothoth wasn't letting you undo Its intervention to place you here with an altered Mariona. You could have saved slightly more effortful searches for later, after they would be allowed to succeed.
It's a ludicrously simple problem with no hidden gotchas and no math required. Even Aspexia Rugatonn would get that one.
You have only yourself to blame for not asking Cultural Adaptation about this earlier. You should have realized that Cultural Adaptation (dath ilan) was so much more Lawful and wise than yourself as to stand in the same sort of superior relationship to you as Rugatonn or Gorthoklek.
(*) Lit. 'decision-theory+troll' spoken with the tonal marker for a proper name.