A family of Microsoft word processing software products for creating web, email, and print documents.
You can apply Highlighting to a space character only if one or more visible text characters before and after is included:
If you want to apply yellow (or some other color) to a blank space character only, you will have to make use of text shading instead. Use the  button in the Paragraph group on the Home tab:
In the above examples I have displayed nonprinting marks so that spaces are represented by dots.