The solution is a bit tricky.
First create a character style to group the highlighting attributes. For example, call it VowelMark and set font colour to Red in
Font Effects tab.
All is then needed is to create the correct Unicode sequence letter+diacritics:
- type your consonant as usual
- type the diacritic encoding in hexadecimal, e.g. 5b6 for segol (see this Wikipedia page for Hebrew diacritics encoding if you don’t know them)
- select the hexadecimal encoding and apply your character style (VowelMark in the example above)
- without deselecting (or with the cursor at the immediate right of the encoding), press Alt+X
The last step turns the encoding into a glyph (the diacritic mark) and since it is formatted it keeps its formatting during the operation. The formatting can be different from the one on the consonant (just apply a different character style or rely on the paragraph style).
If you have several diacritics on the same consonant, each one can have a different colour (=character style) if you wish so.
You can’t select a diacritic by itself. It is a combining mark, it needs a base character to be visible. The only way to select a diacritic is to make it behave like a non-diacritic. Therefore I enter it using its hexadecimal encoding onto which I apply the formatting I want. Once the hexadecimal string has received its formatting, I turn it into a real diacritic (with Alt+X) and it combines with its base character as expected.
Even if the diacritics is available from your keyboard, don’t enter it with its key. The keyboard is managed by the OS. The OS expects combining “accents” in reverse order compared to Unicode sequences, i.e. diacritics first followed by base character. This will not allow you to “decorate” your diacritics. Once the key is pressed, keyboard is in a special state (called “dead key”) where nothing is displayed on screen (or some special clue) waiting for the next key press. And the keyboard manager will filter combinations it does not know. Consequently you can’t really create any character+combining diacritics which is allowed by Unicode semantics, even if this combination does not exist in any language.