@Reeza's answer could lead to thinking that empty strings are recognised by the macro language when ' ' is encountered.
To remove any confusion, I'd rather add another delimiter like this:
%let columns = countn <figure> hazardratio hrlowercl hruppercl;
%let l_fign = %sysfunc(findw(&columns,<figure>,%str(~ ),ei));
%put [&l_fign];
Note that the following should remove any confusion for the macro parser as to what is where, but still generates the message somehow. Possibly a defect:
%let columns = countn <figure> hazardratio hrlowercl hruppercl;
%let l_fign = %sysfunc(findw(&columns,<figure>,1,%str( ),ei));
%put [&l_fign];
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