I don't have a Mac and therefore don't use UltraEdit for Mac. So I list what I know from UltraEdit for Windows.

In UltraEdit for Windows there are multiple solutions to search for a string and get all lines containing this string into a new file.

There is Find in Files in Open files with Results to Edit window whereby the output format can be customized at Advanced - Settings or Configuration - Search - Find output format.

The regular Find dialog has multiple advanced options.

One is List lines containing string to get all lines containing searched string into a list view with name Find String List which has the context menu item Copy to clipboard to copy all lines to clipboard without or with line number and paste them next into a new files or use directly the context menu item Copy results to new file.

Another advanced Find option is Filter lines with Show to display only the lines containing searched string or Hide to display only lines not containing the searched string. This feature is mainly used for large LOG and CSV files.

It is also possible to run a regular Find with List lines containing string and use in Find String List view the context menu item Bookmark all lines and use next command Copy all bookmarked lines although this does not make much sense as the number of lines to bookmark is limited and the context menu of Find String List view as the menu items Copy to clipboard and Copy results to new file. So there is usually no real need to take the roundabout route via limited number of bookmarks.

Last but not least I wrote UltraEdit scripts to search with a regular expression for strings in a file and write them into a new file, see forum topic Find strings with a regular expression and output them to new file.