Do you need to find all messages you sent or received, relating to a conversation? Right click on any message in your message list and chose Find All > Related messages. This creates an Advanced Find searching your Inbox, Sent folder, and Drafts folder for the Advanced criteria "Conversation is (exactly) [subject]".

A second Find All search looks for all messages from sender. This search uses Advanced Find's Advanced tab as well, looking for "From is (exactly) [display name]". If this search doesn't find the messages you are looking for, select New search to clear the current search then create a search using the From field on the Messages tab, typing all or part of the sender's email address. You can use alias@ or @domain.com in this field.