You mentioned "saved search" but said you looked in the records catalog. Are you attempting to use the N/query module or the N/search module?
If you are using the N/query module, I've successfully used both the EQUAL and ANY_OF operators to filter company. Here's a condition that I used successfully in a query:
const fourthCondition = myLoadedQuery.createCondition({
fieldId: 'company',
operator: query.Operator.ANY_OF,
values: [129,79]
});
I was also able to fetch for a single customer using the EQUAL operator.
If you truly are just trying to create a saved search in the UI, to use the Any Of operator you need to filter on the Internal ID under Company Fields.