How to create a search folder based on email attachment file names?

I'd like to have a smart folder containing all the emails with attachments which have certain words in their file name.

I can create a regular search query like this just fine by going to "More" > "Attachment contains" in the ribbon and then entering the string I'm looking for in the new field appearing below the search box. But I can't find a way to directly save this search in a search folder, nor have I been able to manually recreate this in a new search folder.

Please tell me there's a way to achieve this!

(I'm using Outlook 2016 on Windows.)

Based on my test on the Outlook client, there seems to be no such a way to create a search folder for mail containing attachments with specific name becase. And I‘m afraid that only the search folder containing attachments could be created(Right click Search folder>New search folder>Mail with attachments>OK).

In addition, I have done research and found this thread which mentioned that vba could be used to move mail to a folder based on attachment filename. Please refer to it if you need and hope it will help you.