Right click inside a search box. There should be the option "Add a Keyword for this search".
Where? What is a search box?
The search input provided by a website. You can try with the one in the footer of Hacker News and it works. See https://imgur.com/oxqMw6D
edit: also if I modify a keyword for my opensearch/xml search engines in about:preferences#search , it won't show up as a regular bookmark. Also I can't even see the URL for those search engines.