WARNING: On July 1, 2020, the Search-Mailbox cmdlet is being retired and Microsoft Support will
no longer provide assistance. See https://go.microsoft.com/fwlink/?linkid=2113221 to learn more

1. Connect Exchange Online – Connect ExchangeOnline
2. Run the following cmdlets

New-RoleGroup "Mailbox Import-Export Management" -Roles "Mailbox Import Export"

Add-RoleGroupMember "Mailbox Import-Export Management" -Member "youremail"

3. Close and re-connect Exchange Online
4. Run search command in similar format as below:

Search-Mailbox -Identity manutest@exchangeonline.in -SearchQuery 'Subject:"testsearch" AND From:manu@exchangeonline.in AND Received:"06/28/2020 00:00..06/28/2020 23:59"' -TargetMailbox "manu@exchangeonline.in" -TargetFolder "search" -LogOnly -LogLevel Full