Both possible…photoshop or use separate pngs and layer them properly in Lectora. If you want to highlight elements its always good to have separate parts.
Although it aint 100% correct yet, this will show you a possible approach. Doing a series of checks when processing the question will end up in actiongroups. In those ag’s you can add whatever you want. Some proper doublechecking on the conditions is needed, because i do notice some errors.