You need to create a new test session to cover the test with.
You can do this by right clicking the test you want to individually cover and click 'Create New Session' from the drop down. Then when you run your code coverage, it will only create a coverage report from the single test in your new test session.
DotCover stores the coverage results from an entire test session and uses it to display the code highlighting. When you were running the individual test in the existing test session, you were only updating the coverage results in the existing coverage report. By creating a new session, you create an empty coverage report.