Hi,
Ah ok,
when you selected a variable on the global window you will be directed to that fsm
and indeed not directly to the state.
what you need to do after you selected a global is :
Select the variable tab and the globals that you are using should also be listed there.
right click on the variable you are looking for and you will get a list,
it will show in what states it is used like this :
"state 1"
and it will also show in which other fsm's the variable is used like this :
"GameObject:fmsname"
click on them to go to the state/fsm.