SSTP Client with Search Domains
Modify the sstpc command to have pppd call a script like so.

sudo sstpc --log-stderr --log-level 4 --cert-warn --user $UN --password $PW $SERVICE_URL call myScript


Then use the terminal to create the script. I believe this file needs execute permissions but I"m not 100% sure on that...

sudo touch /etc/ppp/peers/myScript

This script should contain all of the pppd options needed for the vpn connection. In my case I used this.

usepeerdns 
require-mschap-v2 
noauth 
noipdefault 
defaultroute 
refuse-eap 
noccp 
domain work.domain


The key is the last option domain. For some reason we are unable to add it via the command line, but by using this file we can set the proper search domain.