A new locator filter has been added which allows users to search across all layers in their project, by the layer's display expression.
The filter can be activated by using the prefix 'af', or by making it a default search via QGIS options -> Locator -> Features In All Layer. Display expressions are defined in the vector layer properties under the display tab. Individual layers can be marked as not searchable in the Project Properties dialog, under the Data Sources tab.