Hi,
It's possible to put the highlight either above or below the delegate (by manipulating the z property), but unfortunately it isn't possible to put it "in the middle" (i.e. between layers within your delegate). This is due to the way z ordering currently works -- z is local between siblings, and the highlight is a sibling of the delegate. This use case is something we've discussed in the past, and hopefully we'll be able to provide a solution for a future release.
Regards,
Michael