What to make of Dory Sief? Played by Alia Shawkat on the critical darling “Search Party,” Dory is an average NYC young woman who went from an inquisitive bystander in the first season to being accused of murder in the third, launching on HBO Max on June 25. Shawkat, who considers the role the best of her career, has done nuanced work in conveying the arc of a woman thrust into a fascinating nightmare.