While Mixed Reality allows the seamless blending of digital content in users' surroundings, it is unclear if its fusion with physical information impacts users' perceptual and cognitive resources differently. While the fusion of digital and physical objects provides numerous opportunities to present additional information, it also introduces undesirable side effects, such as split attention and increased visual complexity. We conducted a visual search study in three manifestations of mixed reality (Augmented Reality, Augmented Virtuality, Virtual Reality) to understand the effects of the environment on visual search behavior. We conducted a multimodal evaluation measuring Fixation-Related Potentials (FRPs), alongside eye tracking to assess search efficiency, attention allocation, and behavioral measures. Our findings indicate distinct patterns in FRPs and eye-tracking data that reflect varying cognitive demands across environments. Specifically, AR environments were associated with increased workload, as indicated by decreased FRP - P3 amplitudes and more scattered eye movement patterns, impairing users' ability to identify target information efficiently. Participants reported AR as the most demanding and distracting environment. These insights inform design implications for MR adaptive systems, emphasizing the need for interfaces that dynamically respond to user cognitive load based on physiological inputs.