Basically, lemmy isn't yet configured to handle discovering of new communities very well. So if you try and search for it directly via a URL, you get the 404 error if no one has yet subscribed to it.
What you can do is search for it on the other instance, using [!vegan@lemmy.blahaj.zone](/c/vegan@lemmy.blahaj.zone). It may not return any results, but if you give it a few minutes and do it a couple of times, once it has federated, you'll see it in the results. And once it appears in the results for that instance, it will appear in the search results for all users on that instance.
That's how all new group discovery currently works in lemmy. I assume it will be made more user friendly in future updates :)