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We thank the anonymous referee for comments that improved the manuscript. The authors thank the Belgian Federal Science Policy Office (BELSPO) for the provision of financial support in the framework of the PRODEX Programme of the European Space Agency (ESA) under contract number PEA 4000131343. This work has been supported by the University of Liege through an ARC grant for Concerted Research Actions financed by the Wallonia-Brussels Federation. The authors acknowledge support from the Swiss NCCR PlanetS and the Swiss National Science Foundation. V.V.G. is a F.R.S.-FNRS Research Associate. M.G. is an F.R.S.-FNRS Senior Research Associate. St.C. acknowledges financial support from the Centre National d'Etudes Spatiales (CNES, France) and from the Agence Nationale de la Recherche (ANR, France) under grant ANR-17-CE31-0018. K.G.I. is the ESA CHEOPS Project Scientist and is responsible for the ESA CHEOPS Guest Observers Programme. She does not participate in, or contribute to, the definition of the Guaranteed Time Programme of the CHEOPS mission through which observations described in this paper have been taken, nor to any aspect of target selection for the programme. D.E. has received funding from the European Research Council (ERC) under the European Union's Horizon 2020 research and innovation programme (project FOUR ACES; grant agreement No 724427). This project has been carried out in the frame of the National Centre for Competence in Research PlanetS supported by the Swiss National Science Foundation (SNSF). G.B. acknowledges support from CHEOPS ASI-INAF agreement n. 2019-29-HH.0. A.J.M. acknowledges funding from the Swedish Research Council (starting grant 2017-04945) and the Swedish National Space Agency (career grant 120/19C). A.C.C. and T.G.W. acknowledge support from STFC consolidated grant number ST/M001296/1. A.B. was supported by the SNSA. M.F. gratefully acknowledge the support of the Swedish National Space Agency (DNR 65/19, 174/18). S.H. acknowledges CNES funding through the grant 837319. S.C.C.B. acknowledges support from FCT through FCT contracts nr. IF/01312/2014/CP1215/CT0004. S.G.S. acknowledge support from FCT through FCT contract nr. CEECIND/00826/2018 and POPH/FSE (EC). This work was supported by FCT -Fundacao para a Ciencia e a Tecnologia through national funds and by FEDER through COMPETE2020 -Programa Operacional Competitividade e Internacionalizacao by these grants: UID/FIS/04434/2019; UIDB/04434/2020; UIDP/04434/2020; PTDC/FIS-AST/32113/2017 & POCI-01-0145-FEDER032113; PTDC/FIS-AST/28953/2017 & POCI-01-0145-FEDER-028953; PTDC/FIS-AST/28987/2017 & POCI-01-0145-FEDER-028987. O.D.S.D. is supported in the form of work contract (DL 57/2016/CP1364/CT0004) funded by national funds through FCT. B.-O.D. acknowledges support from the Swiss National Science Foundation (PP00P2-190080). B.N.B. acknowledges funding through the TESS Guest Investigator Program Grant 80NSSC21K0364. We acknowledge support from the Spanish Ministry of Science and Innovation and the European Regional Development Fund through grants ESP2016-80435-C2-1-R, ESP2016-80435-C2-2-R, PGC2018-098153-B-C33, PGC2018-098153-B-C31, ESP2017-87676-C5-1-R, MDM-2017-0737 Unidad de Excelencia "Maria de Maeztu"-Centro de Astrobiologia (INTA-CSIC), as well as the support of the Generalitat de Catalunya/CERCA programme. The MOC activities have been supported by the ESA contract No. 4000124370. I.R. acknowledges support from the Spanish Ministry of Science and Innovation and the European Regional Development Fund through grant PGC2018-098153-BC33, as well as the support of the Generalitat de Catalunya/CERCA programme. X.B., Se.C., D.G., M.F. and J.L. acknowledge their role as ESA-appointed CHEOPS science team members. D.G. gratefully acknowledges financial support from the CRT foundation under Grant No. 2018.2323 "Gaseous or rocky? Unveiling the nature of small worlds". P.F.L.M. acknowledges support from STFC research grant number ST/M001040/1. This project has been supported by the Hungarian National Research, Development and Innovation Office (NKFIH) grants GINOP-2.3.2-15-2016-00003, K-119517, K-125015, and the City of Szombathely under Agreement No. 67.177-21/2016. This paper includes data collected by the TESS mission. Funding for the TESS mission is provided by the NASA Explorer Program. Funding for the TESS Asteroseismic Science Operations Centre is provided by the Danish National Research Foundation (Grant agreement no.: DNRF106), ESA PRODEX (PEA 4000119301) and Stellar Astrophysics Centre (SAC) at Aarhus University. We thank the TESS team and staff and TASC/TASOC for their support of the present work. This work has made use of data from the ESA mission Gaia (https://www.cosmos.esa.int/gaia), processed by the Gaia Data Processing and Analysis Consortium (DPAC, https://www.cosmos.esa.int/web/gaia/dpac/consortium).Funding for the DPAC has been provided by national institutions, in particular the institutions participating in the Gaia Multilateral Agreement., Context. Hot subdwarfs experienced strong mass loss on the red giant branch (RGB) and are now hot and small He-burning objects. These stars constitute excellent opportunities for addressing the question of the evolution of exoplanetary systems directly after the RGB phase of evolution. Aims. In this project we aim to perform a transit survey in all available light curves of hot subdwarfs from space-based telescopes (Kepler, K2, TESS, and CHEOPS) with our custom-made pipeline SHERLOCK in order to determine the occurrence rate of planets around these stars as a function of orbital period and planetary radius. We also aim to determine whether planets that were previously engulfed in the envelope of their red giant host star can survive, even partially, as a planetary remnant. Methods. For this first paper, we performed injection-and-recovery tests of synthetic transits for a selection of representative Kepler, K2, and TESS light curves to determine which transiting bodies in terms of object radius and orbital period we will be able to detect with our tools. We also provide estimates for CHEOPS data, which we analyzed with the pycheops package. Results. Transiting objects with a radius less than or similar to 1.0 R-circle times can be detected in most of the Kepler, K2, and CHEOPS targets for the shortest orbital periods (1 d and shorter), reaching values as low as similar to 0.3 R-circle times in the best cases. Sub-Earth-sized bodies are only reached for the brightest TESS targets and for those that were observed in a significant number of sectors. We also give a series of representative results for larger planets at greater distances, which strongly depend on the target magnitude and on the length and quality of the data. Conclusions. The TESS sample will provide the most important statistics for the global aim of measuring the planet occurrence rate around hot subdwarfs. The Kepler, K2, and CHEOPS data will allow us to search for planetary remnants, that is, very close and small (possibly disintegrating) objects., European Space Agency European Commission PEA 4000131343, University of Liege through an ARC grant for Concerted Research Actions - Wallonia-Brussels Federation, Swiss NCCR PlanetS, Swiss National Science Foundation (SNSF) European Commission, Centre National D'etudes Spatiales, French National Research Agency (ANR) ANR-17-CE31-0018, European Research Council (ERC) 724427, Swiss National Science Foundation (SNSF), CHEOPS ASI-INAF 2019-29-HH.0, Swedish Research Council European Commission 2017-04945, Swedish National Space Agency 120/19C - DNR 65/19 - 174/18, UK Research & Innovation (UKRI) Science & Technology Facilities Council (STFC) ST/M001296/1- ST/M001040/1, SNSA, Centre National D'etudes Spatiales 837319, European Commission European Commission Joint Research Centre European Social Fund (ESF), Portuguese Foundation for Science and Technology DL 57/2016/CP1364/CT0004 - IF/01312/2014/CP1215/CT0004 - CEECIND/00826/2018, European Commission UID/FIS/04434/2019 - UIDB/04434/2020 - UIDP/04434/2020 - PTDC/FIS-AST/32113/2017 - POCI-01-0145-FEDER032113 - PTDC/FIS-AST/28953/2017 - POCI-01-0145-FEDER-028953 - PTDC/FIS-AST/28987/2017 - POCI-01-0145-FEDER-028987, Swiss National Science Foundation (SNSF) European Commission PP00P2-190080, TESS Guest Investigator Program Grant 80NSSC21K0364, Spanish Government, European Commission ESP2016-80435-C2-1-R - ESP2016-80435-C2-2-R - PGC2018-098153-B-C33 - PGC2018-098153-B-C31 - ESP2017-87676-C5-1-R - MDM-2017-0737 - PGC2018-098153-BC33, Generalitat de Catalunya/CERCA programme, European Space Agency 4000124370, CRT foundation 2018.2323, National Research, Development & Innovation Office (NRDIO) - Hungary GINOP-2.3.2-15-2016-00003 - K-119517 - K-125015, City of Szombathely 67.177-21/2016, National Aeronautics & Space Administration (NASA), Danmarks Grundforskningsfond DNRF106, European Space Agency PEA 4000119301, Stellar Astrophysics Centre (SAC) at Aarhus University, TASC/TASOC, Gaia Multilateral Agreement, DPAC