We deal with this all the time. It's really simple. First of all, there is no need for any search.pro files. Never needed one. You can have multiple search paths in any config.pro, just don't put one in your config.sup as that will be the last search path you can load. Our system config.pro loads the standard search paths that we all use all the time. Then in each working directory we have a config.pro that has all special settings for that project. These config.pro files load additional search paths, templates, set units, etc. I have a macro that loads the config.pro in the working directory and an icon that runs the macro right next to the change working directory icon.
So the work flow goes like this. Start Pro/E. Everyone starts up at the top of our Pro/E network directory structure. Change down to your working directory. Hit the load config macro icon. You can now start working on that project and all the correct settings including search paths are already set. Takes very little maintenance after the initial setup, works for everybody on the network.