There are three separate types of SEARCH for sounds (PARTS): "Performance Category Search", "Performance Merge" and "Part Search" included in your MONTAGE - and the results can be in blue and/or green. Confusing? Let our own Bad Mister clarify for you. In this article he'll explain why and how Performance Category Search can help you "know" what you are looking at when you use this most powerful MONTAGE feature.
Here is part 1 of my CP4/40 tutorial about performance mode in the CP4/40. Although I refer to the CP4 in this video, it applies to the CP40 as well since the operation of the two instruments is virually identical.