What was the color temperature in f.lux?
You see, I think it was due to the color temperature being so warm and red that it actually made the highlighting become impossible to see due to the color of the highlighting mixed with the color temperature from f.lux. I think that's why you could see the highlighting after sunrise. After all, after sunrise, the color temperature by default goes back to 6500K.
Try this: open a document that has highlighting. Then, open the f.lux window and slowly adjust the color temperature until it gets as warm and as red as you can possibly get it. I think you'll find that as you make the color temperature warmer, the highlighting becomes less and less visible and finally completely invisible.