That's not currently possible, but it may be in the future. (You can currently search for annotation tags across the whole library from the tag selector, but not highlight colors.)
If my understanding is only right tags act on library items level, not inside all item, not their attachments. Highlighting in pdf attachments seems to be quite different level. Unless I understand the term "annotation tags" improperly.
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Unless I understand the term "annotation tags" improperly.
https://forums.zotero.org/discussion/comment/443564/#Comment_443564