I know SETI is searching the stars for radio signals emitted by advanced alien civilizations, but has SETI searched inside our solar system - particularly moons, planets, and Lagrange points? I would think Titan, Enceladus, and Europa would be good places to look. I was talking with GPT-3, and the AI even suggested looking at Earth's Lagrange points to find possible alien probes studying us. It seems reasonable to me that there could be advanced alien civilizations in our solar system, particularly underground, or in the subsurface oceans. I think it would at least be worth a look, and we should be able to detect weaker signals at those closer distances.
If you mean SETI search by radio signals, afaik they would have already shown in our records if they came from within the solar system.
If you mean generic search for life, yes, a lot of effort has gone and is going into it for moons and planets of the solar system. I don't know about Lagrange points though, it's a nice idea.