In my case it doesn't work. Altough i did exactly the same thing as you, seems that i cannot make my customized highlighting appear nested inside strings. Note that i'm using the Customized Syntax Highlighting Plug-In and the version of pl-sql developer is 7.0.0.1050.
I tried to turn off highlighting for strings and it still doesn't work. Is there a way to completely turn off string highlighting, like in some configuration file or something?