Hi there,
It may be that the search function is not working. I've managed to navigate to S12. Hopefully this link will work http://go.sky.com/catchup/series/content/series/5416bc8e87281510VgnVCM1000000b43150a____
If not the directions are Homepage -- Catch Up -- Sky Channels -- All -- G -- Grey's Anatomy S12
As series 12 is on Catch up and not part of the box set each episode is available for 30 days after air date. This means that only the last 4 episodes will be available.