Currently only regular custom fields (for posts, pages, and custom post types) are supported due to the very different structure of buddypress.
Are you using any plugin for custom fields or the built in ones? I’m currently working on the upcoming version of the plugin, I can add your request to the list if you want to. I can’t promise the implementation, but I can try.
I have installed an advanced custom field pro plugin, but in buddypress I’m not using it, in buddypress I’m using the default field creator of this, users/profile fields/, there is only one field by default (the name field) and I typed there only the names like Steve John, I created a field with the last names, so when i make the search, the plugin only searches in the names but no in the last names, so it’s possible? :/
I’ve been trying this lately, but it doesn’t seem possible unfortunately. I tried to edit the current version but with no luck. Perhaps for the next version I can work out something. It should be released in a week. I will try to contact the plugin developer till then.