How to search opportunities with accounts in my territory?

Summary:

Customer is searching opportunities using the Record set "My territory membership hierarchy". However, when an opportunity is on its early stages and doesn't have any revenue line, it doesn't have any territory assigned, therefore the opty doesn't show in the results.

But if we look at the customer for that opportunity, that customer my be assigned to the user territory, so the user should be able to see the opportunity, even if the opportunity doesn't have a territory assigned.

How could we create a search (maybe a new Record Set?) to get all opportunities which customers are assigned to the user territory (or the user territory hierarchy)?