If you can share screenshots of the logic being used in highlight field, that should help! I tested out the highlight feature in modules and couldn't replicate the bug. It's possible that there is a scoping issue.
My colleague has a fantastic post about Modules on the forum that you may also find a great resource!
I have the highlight working somewhat by accident now. I made a new module with a vertical navigation and put that in a sidebar on my apps. Didn't specify any highlighting logic, seemed to work automatically.
Any update on this? I see the same issue for horizontal navigation. It works as a component but when I make it a module the active page no longer highlights.