First, I don’t think it is possible to save the entire data table to an Excel file together with any formatting.
This means that any highlighting must be done afterwards (after the Write Range activity).
There might be some custom activities around that maybe allow saving on a row per row basis with customer formatting included, granted you are using the Excel Scope and not a simple Write Range activity.
However, if you are using a simple Write Range activity, you can simply add a column to your Data Table that will store ‘True’ if you want to highlight the row and ‘False’ if you don’t.
Then, after your save action is done, you can execute a VBA code on the same file to add the conditional formatting that will highlight the rows based on the Highlight Column value, either True or False.
I understand it is a bit complicated approach, but I cannot see a simpler way.