mIRC currently lacks the possibility to use $identifier with parameters inside the highlight's entry.
You can use $me but $me might very well contain meaningful characters used in regex, which would need to be escaped, this is usually done with a simple $replacecs(), but like I just said you cannot use $replacecs() here so there are no way to use $me correctly with a regex match.
That said, it's quite ok to assume that $me won't contain anything meaningful in regex and according to your three examples, you could try to use /(?:^| ) $+ $me $+ (?:$|[ :])/
