Welcome, @BNunes.
These types of questions are generally better posted on the CMS Development board, but I’m happy to help point you in the right direction.
Are you using the default Site Search Input module? If so, that module only includes results hosted on the same subdomain. This likely explains why you’re only seeing web pages when searching on your primary domain and blog posts when searching on your blog subdomain.
To include results from across your site, you’ll have to clone the Site Search Input module and modify its source code with these customization options. Notably, the type and domain filters should be as inclusive as possible. To my knowledge, the cloned Site Search Input module’s JavaScript will have to be modified to accomodate these customizations. For example, line 57, where the requestUrl is defined should be modified to the v2 endpoint defined in our documentation.
If you need additional assistance setting this up, would you mind posting on the CMS Development board as well? Feel free to tag me so I can keep an eye on it.