You can use the redraw function with mode argument 3 to highlight a given entity, or the sssetfirst function to select a supplied selection set; however, unfortunately neither of these functions will work with nested entities.
An alternative might be to duplicate the nested entity (transforming the entity using the transformation matrix returned by nentsel[p]) and highlight the duplicated entity - however, you would need to implement a fail-safe to ensure that the duplicated entity is deleted when you have finished using it.