Python for loop and if to find string in text

Your check if Emptylist in tollroad is incorrect. You should check if Emptylist contains any of the tollroads. Also, your variable names are awkward, do not start variable names with a capital letter.

[road for road in Emptylists if any(tr in road for tr in tollroad)]
#['西區海底隧道 Western Harbour Crossing']

Alternative approach would be to use data normalization and set operations:

1. Normalize data

   import re
   def normalize_name(text):
       # remove leading non-latin characters if present
       return ''.join(re.split('([A-Z])', text, 1)[1:]).lower()
   

2. Then set.intersection operation can be used.

   >>> tollroad = ['Aberdeen Tunnel', 'Lion Rock Tunnel', 'Shing Mun Tunnels','Tseung Kwan O Tunnel', '
   ... Tsing Sha Highway','Cross Harbour Tunnel',
   ... 'Eastern Harbour Crossing','Western Harbour Crossing', 'Tate\'s Cairn Tunnel', 'Tai Lam Tunnel',
   ...  'Lantau Link']
   ...
   ... Emptylists = ['???? Jubilee Street', '???? Des Voeux Road Central', '???? Morrison S
   ... treet', '???? Connaught Road West','?????? Western Harbour Crossing', '????? West
   ...  Kowloon Highway', '??? Hoi Po Road', '??? Hoi Po Road','??? Lin Cheung Road','??? L
   ... ai Po Road',]
   
   >>> tollroad = set(normalize_name(name) for name in tollroad)
   
   >>> Emptylists = set(normalize_name(name) for name in Emptylists)
   
   >>> tollroad.intersection(Emptylists)
   {'western harbour crossing'}
   

This does what you set out to do. I agree, wouldn't mix caps in variables, unless they signify extra importance.

Tollroads = []
for Emptylist in Emptylists:
    head, tail = Emptylist .split(' ', 1)
    if tail in tollroad: Tollroads .append( tail )

print( Tollroads )