查找包含文件名中的字符串和文件中其他字符串的文件？

那是因为grep无法读取文件名以通过标准输入进行搜索。您正在做的是打印包含的文件名XYZ。使用find的-exec选项代替：

find . -name "*ABC*" -exec grep -H 'XYZ' {} +

来自man find：

   -exec command ;
          Execute  command;  true  if 0 status is returned.  All following
          arguments to find are taken to be arguments to the command until
          an  argument  consisting of `;' is encountered.  The string `{}'
          is replaced by the current file name being processed  everywhere
          it occurs in the arguments to the command, not just in arguments
          where it is alone, as in some versions of find. 

[...]

   -exec command {} +
          This  variant  of the -exec action runs the specified command on
          the selected files, but the command line is built  by  appending
          each  selected file name at the end; the total number of invoca‐
          tions of the command will  be  much  less  than  the  number  of
          matched  files.   The command line is built in much the same way
          that xargs builds its command lines.  Only one instance of  `{}'
          is  allowed  within the command.  The command is executed in the
          starting directory.

如果您不需要实际的匹配行，而只需要包含至少一个出现的字符串的文件名列表，请改用此命令：

find . -name "*ABC*" -exec grep -l 'XYZ' {} +