This can be done programmatically with YouTube Transcript API [0]
But you may get IP blocked if you do it a lot so you can use a Tor proxy [1].
Afterwards, you can just cmd/ctrl+f through it or throw it at an LLM.
[0] https://github.com/jdepoix/youtube-transcript-api
[1] https://github.com/rinvii/yt-transcript