Look for opened and closed issues and filter by milestone

This fixes an issue when the issue we were looking for was closed. For instance in https://gitlab.com/gitlab-org/gitlab-ce/issues/15372, the regression could not be found because it was closed.

That being said, even if looking in the closed and opened issues, we could be unable to find such issue if it's not in the first page of results. To fix that (and to speed up the search), we now narrow down the issue search to only the milestone we're interested in!