To get started, a new test method is needed to verify that the Number not found message is returned:

[Fact]
public void GivenNonDivisibleGreaterThan1ThenNumberNotFound()
{
  // Arrange
  // Act
  var result = FizzBuzz(2);
  // Assert
  Assert.Equal("Number not found", result);
}

Now, make the test pass by modifying the existing code:

private object FizzBuzz(int value)
{
  if (value % 15 == 0)
    return "FizzBuzz";
  if (value % 5 == 0)
    return "Buzz";
  if (value % 3 == 0)
    return "Fizz";
  if (value == 2)
    return "Number not found";
}

This covers the first instance. However, does this satisfy the new requirement? Create a Theory set to force the proper solution:

[Theory]
[InlineData(2)]
[InlineData(4)]
[InlineData(7)]
[InlineData(8)]
public void GivenNonDivisibleGreaterThan1ThenNumberNotFound(int number)
{
  // Arrange
  // Act
  var result = FizzBuzz(number);
  // Assert
  Assert.Equal("Number not found", result);
}

Make the test pass, the right way. Modify the existing code so that the desired results are returned:

private object FizzBuzz(int value)
{
  if (value % 15 == 0)
    return "FizzBuzz";
  if (value % 5 == 0)
    return "Buzz";
  if (value % 3 == 0)
    return "Fizz";
  return value == 1 ? (object)value : "Number not found";
}

Note that all the existing tests should continue to pass throughout this exercise. If you find a bug, write a new test to verify the scenario, and correct the code accordingly.