The issue is that port 8080 is being used by OpenWebUI inside it's docker container by default. Even though you see it on port 3000 outside of docker, inside it's own docker it's connecting to itself when it tries localhost:8080 or any equivalent.

From OpenWebUI's perspective localhost:8080 is internal to the container. It needs to be remapped so that either SearxNG is on a different port relative to OpenWebUI or OpenWebUI is calling it as a named service. Honestly, named services are the best way to address this because it prevents conflicts from everything else that wants to use these ultra common ports.

There's some directions on how to remap it located here: https://docs.openwebui.com/tutorials/integrations/web_search/