I can search just for rectangles, paths, ... but not for a net :-(
Added after 20 minutes:
It is maybe useful for somebody, I have found some information in the documentation.
So, using Connectivity -> XL Probe and in the Virtuoso XL Probe Options window there is List Nets....
I would suggest you to label the nets in the layout.
So that when your physical verification tool interprets it, it takes it as the same name as in the label and hence makes it very easy for you to debug.