You can use the search URLs to search for multiple annotations: here are all Anisoptera annotated as either nymph or teneral: https://www.inaturalist.org/observations?place_id=any&subview=grid&taxon_id=47927&term_id=1&term_value_id=3,5
taxon_id=47927 is Anisoptera
term_id=1 searches those annotated with life stage
term_value_id=3,5 searches those with a life stage of nymph OR teneral
The Explore page is an old part of the site that is due for redesign and is missing a search filter for annotations. So I actually use the buttons in the filters on Identify and then removed the part of the URL that says /identify which will show the same search on Explore. The other option is yes, to manually type it into the URL.
You can’t get the same search on a collection project since they are restricted to searching a single annotation value at a time (show all nymphs OR show all teneral - can’t show both).