On very long threads, is there a way to do a search and know which page of the thread contains the keyword?
Apparently no search, including the “search this thread” function, tells you this. You have to bring up the post. For the advanced seach, select “show results as posts” to allow you to do this.
No doubt you’re remembering the earlier versions of vBulletin, where you could bring up a printable version of a multi-page thread on a single web page. It would be nice to be able to do that again.
I don’t know how recent this addition is but on the tool bar just above the OP is a drop down for “Search this thread”. That might do it. 
Wait a sec, I just re-read rowrrbazzle’s post. The “search this thread” gives you the links directly to posts that have your search word, thus to the correct page.
The ‘Number of Posts to Show Per Page’ is settable in the User Control Panel; so even if you determine what page number you see a post on, others may find the post on a different number page.