After reading
Scripted "Find & Replace"? and using Sigil, now I have two advides on Sigil's "Find & Replace".
First, "Case Sensitive" can be a opintion like DotAll and Wrap. It is not an independent mode. In "Normal" or "Regex" we can both have "Case Sensitive".
Second, "Saved Searches" can save more than now, saving the opintions like "Normal" or "Regex", DotAll and Wrap, or left blank, which means do not change the "Find & Replace" mode.