>> Here's a screenshot with emacs -Q (current trunk).  I did M-x 
>> highlight-regexp RET y RET hi-green RET M-x highlight-regexp <regexp 
>> with all reordering characters> RET hi-green RET.  There's one 
>> reordering character between each of the "abcdefghij" string.  I zoomed 
>> that picture, I see absolutely nothing.
>
> If you configured highlight-regexp to highlight only the formatting 
> controls, how come 'y' is highlighted in green on the image you sent? Is 
> 'y' one of the characters that are supposed to be highlighted?
>

As explained above, I first did a highlight-regexp on 'y' to show what the 
chosen highlighting option does on non-glyphless characters.

>
> If you shift-highlight one of these formatting control characters, and 
> only one such character, don't you see a thin whitespace shown in the 
> background color of the region face?
>

If you look very close, yes, you see see something in that case.  In the 
attached screenshot, there's a one-pixel light gray bar on the left of the 
cursor.  That's not what I'd consider "visible".