Think, this should not be in single quotes:
'System.String'
Further, can you make sure the strFilter looks like as expected?
Surely following corrections:
1. Is it not missing spaces between all the OR conditions?
2. Missing OR in line:
sb.AppendFormat("(Convert(Size, System.String) LIKE '" + "{0} " + "')", strkeyword);
One more thing, you sure, you want to append '*' to searchwords with LIKE. Or that would be "%" ? (below code does not have this change)
Try below:
string strkeyword = KeywordTextBox.Text.Trim().ToString();
StringBuilder sb = new StringBuilder();
sb.AppendFormat("(Convert(ID, System.String) LIKE '" + "{0}" + "') ", strkeyword);
sb.AppendFormat("OR (Customer_Name LIKE '*" + "{0}" + "*') ", strkeyword);
sb.AppendFormat("OR (Complaint_Number LIKE '*" + "{0}" + "*') ", strkeyword);
sb.AppendFormat("OR (Convert(Size, System.String) LIKE '" + "{0} " + "')", strkeyword);
sb.AppendFormat("OR (Material_Number LIKE '*" + "{0}" + "*') ", strkeyword);
sb.AppendFormat("OR (Nature_Of_Problem LIKE '*" + "{0}" + "*') ", strkeyword);
sb.AppendFormat("OR (Spool_Type LIKE '*" + "{0}" + "*')", strkeyword);
string strFilter = sb.ToString();
material_Return_DataBindingSource.Filter = strFilter;
Reference:
BindingSource.Filter Property (System.Windows.Forms) | Microsoft Docs[
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