That is searching for a multi-line pattern, which the usual grep does not appear to support.  There are alternative tools, e.g.,
However, GNU grep is said to support this as well:
to use a newline in a pattern.  The options used however include the "experimental" -P which may make it less suitable than pcregrep:
-P, --perl-regexp
Interpret  PATTERN as a Perl regular expression.  This is highly
  experimental and grep -P may warn of unimplemented features.
-z, --null-data
Treat  the  input  as  a set of lines, each terminated by a zero
  byte (the ASCII NUL character) instead of a newline.   Like  the
  -Z  or --null option, this option can be used with commands like
  sort -z to process arbitrary file names.
-o, --only-matching
Print only the matched (non-empty) parts  of  a  matching  line,
  with each such part on a separate output line.
Some experimental options are useful, others less so.  This one was noted as the source of problems in Searching for non-ascii characters.