Currently, highlight actions don't "remember" or take each other into account like this. One possible way to get a similar experience for users would be to show the Quick Filter for category--that would act as the first action (but instead of highlighting, it would filter out the other categories that are not selected).
Thought that might have been the case! Quick filtering works better than I thought on this, so that's probably the way I'll do it. It's a slight compromise, because it would be nice to keep the overall context that highlighting gives you, but I think it's slightly better from a usability point of view.