Can you search for tags in OneNote for Mac 2016?
This functionality is not (yet) available in OneNote for Mac.

Since I also use Visio and Project, I have a Windows VM with OneNote also installed.  From there, I use the "Find Tag" feature and create a new page with the To-Do tags and then allow it to sync to my Mac and iPhone.

It's very cludgy, but for now, it works.