Search for all your pokemon in a gym?

I don't think so, but here's how to know what you have in gyms:

Tap your avatar
Scroll down to gym badges
Tap "list"
Tap the circle inn the bottom right
Tap "defending"

All gyms with the Pikachu icon have pokes in them. Click on the gym to see what Pokémon it has, then go to your poke storage and search for that Pokémon.

Look for the gym symbol next to your poke. You can also go to your gyms (above your medals) to see which pokemon is in which gym.