Your client will only show the communities that your home instance knows about. Your home instance, reddthat.com, doesn't go out and build a list of everything out there.
Go to lemmyverse.net. They spider the whole Threadiverse to find all communities on all instances.
Click on "Communities" tab. Search or just browse the whole list.
Each community will have a little "copy" icon next to a bit of text like !technology@lemmy.world. Click on that and it'll copy it. Paste that into your client's community search field, and it'll tell your home instance to go talk to the instance where that community is and learn about the community. You can then subscribe to it.
Direct link:
https://lemmyverse.net/communities
EDIT: I'd also add that PieFed's lead dev, @Rimu@piefed.social, said in a comment I read a day or so ago that the next PieFed release is supposed to add some sort of functionality to improve on this community search situation on PieFed home instances. But for people with home instances that are existing PieFed instances, Lemmy instances, and Mbin instances, lemmyverse.net's community list is pretty important.
There are also a few other ways to find communities, like posts on !newcommunities@lemmy.world or !communitypromo@lemmy.ca, both of which I recommend as communities to subscribe to themselves. Or check the history of a user that you think is interesting and see where else they hang out
might be they've found some good communities.
On the large home instances, you can check "All" instead of "Subscribed" and that'll show posts from all communities that has at least one user on your home instance subscribed to it. Doesn't work so well on small home instances, as it's more-likely that nobody's yet subscribed to a given community on a remote instance.
I think that right now, lemmyverse.net is still pretty important as a tool for navigating the Threadiverse.