From GPT-5-Pro with Deep Research selected:

> FWIW Deep Research doesn’t run on whatever you pick in the model selector. It’s a separate agent that uses dedicated o‑series research models: full mode runs on o3; after you hit the full‑mode cap it auto‑switches to a lightweight o4‑mini version. The picker governs normal chat (and the pre‑research clarifying Qs), not the research engine itself.

From the OP's comment above:

"It's not the Deep [Re]Search or Agent Mode. I select 'GPT-5 Thinking' from the model picker and make sure its regular search tool is enabled."

Source: https://news.ycombinator.com/item?id=45162802

He's not talking about Deep Research