Is there a rule against a player showing his opponent a card in his deck while shuffling or searching? or even while comboing off?

Let me give an example. Player A is on the KCI combo and and is going off. All he needs to do is find spellbomb.
Player B recognizes the combo and is familiar with the demonstrated loop. And Says something like “just show me the spellbomb and we are good” or something along those lines of “hey if you can prove you have ”it“ ,Ill scoop”.

Just a thought I had. Would this be different depending on the REL?

You can reveal any hidden information that you (legally) have access to. Cards in hand, or the top card of your library after a Scry or tutor effect puts it there, etc. That doesn't depend on REL.

For your example, the KCI combo essentially draws the entire deck, so - once the opponent acknowledges the combo loop - you can pick up your library and show them your win comdition.

However!
There is NOT a rule that enforces a statement like “show me FOO, and I'll concede”. A player can renege on that statement, and - other than peer pressure - nothing can force them to fulfill that bargain.

d:^D