If you start a search from the main body of the document, and the word is found in a header or footer, Word will highlight the found word in a separate pane at the bottom of the document. This is normal.
Since each Word section can contain up to three different headers (first page, even page, odd page header) and the same applies to footers, content may be inside a header or footer which isn't currently showing (for example because the document is only one page long).
If you want to, you can upload a sample document to OneDrive or Dropbox (or some other cloud storage that you are using) and then post a share link in this thread.