I see now that :
hg status <path_to_file_in_the_repo>
seems to do what I want. And in Mercurial.NET it is:
var repo = new Repository(path);
var s = new StatusCommand();
s = s.WithInclude(FileStatusIncludes.Modified)
.WithAdditionalArgument("\"" + file + "\"")
.WithTimeout(1000);
s.Validate();
var ret = repo.Status(s);