As to the plugin question:
I don’t think such a plugin would make sense (and, honestly, I personally wouldn’t want such a plugin) as you would have to grant permissions to read your complete hard drive, even outside your vault. You can, however, put the downloaded files directly into your vault - then, if you move them into another (sub-)folder, all links will be adjusted automatically. Pdf files can the be opened directly within obsidian, other files (like images, videos etc.) should be opened with the respective default application.
As to your other question regarding styling:
You can adjust the appearance of every single element by using custom css. I guess by “highlighting” you mean selecting text with the cursor?
If so, create an empty text file with the following content:
.theme-dark {
--text-selection: green;
}
Adjust the color according to your needs.
Save your file as select.css under path_to_your_vault/.obsidian/snippets, then go to your obsidian settings → appearance → css snippets and activate the snippet. This should do it.
For an introduction in customizing obsidian with css, have a look here for example.