I think I've come across an undocumented bug in the FIND method. I cannot locate any mention of it in documentation or online. Can anyone confirm or tell me what I'm doing wrong?

Say your sheet has only one instance of "Key" and it's in a cell that's merged across multiple Rows (multiple Columns doesn't matter). If that cell is selected, then Find("Key") will fail, i.e., it won't return the selected cell and instead thinks that "Key" cannot be found anywhere on the sheet.