Can I set the filters to exclude a specific type of information in search results, such as excluding bot messages?

Yes. In message searches, you can go to More options in filters and check the Hide bot messages option. In email searches, you can choose to Exclude keywords in the filter.

Can I find a local file sent by me or someone else?

Yes. If you've saved the file to Docs, open the quick search bar (Command + K) and make a search in the Docs category. If you haven't saved the file to Docs, you can search for a keyword contained in the file name in the Messages category, or make an In-chat search and select the Files category.

Can I find a comment made by a user on a document?

No. Document comment searches aren't currently supported.

Can I find an employee whose account it set as closed?

If you once made a private chat with the employee, you can search for the employee's name to find the previous chat. Otherwise, you won't be able to find an employee set as closed.