You can't. For each character, Vim only uses one particular highlight group, determined by the last, "most inner" non-transparent syntax group match.
To work around this, define a combined highlight group and corresponding :syntax
commands.
:hi MyBoldRed cterm=bold ctermfg=red gui=bold guifg=#ff0000
Some syntaxes (e.g. $VIMRUNTIME/syntax/html.vim
, and various Wiki formats) use that for combining bold, italic and underline, but it gets tedious and repetitive after that. But remember that Vim is not meant for WYSIWYG; syntax highlighting just provides some hints.
Edit: There's a patch proposed that would add a combine
modifier for :syntax
commands; it's in Bram's Todo list.