fix: UnboundLocalError for msg in create_search_response

[kristenarmes]

Description

Initialize the msg and status_code variables at the top of the create_search_response util function for the search proxy

Motivation and Context

We were getting this exception: UnboundLocalError: local variable 'msg' referenced before assignment
To mitigate this, now initialize the variables that were previously only set within the for loop at the top of the function.

CheckList

• PR title addresses the issue accurately and concisely
• Updates Documentation and Docstrings
• Adds tests
• Adds instrumentation (logs, or UI events)

[allisonsuarez]

thank you!