Dear maintainers,

  I propose to add to Interactive Highlighting (hi-lock.el) few lines in 
order to highlight only the first sub-regexps if it exists.

  The use case that interested me was to highlight the column of a CSV file.

  EG.:

  M-x highlight-regexp  then ^\(?:[^,]*,\)\{5\}\([^,]*\),.*$ for 
highlighting the 6th column of a clean CSV file

  I try to keep it as simple as possible as the function is in the 
documentation.

  The modified function has two paths: font-lock if enabled or directly 
overlay

  The sub-regexp detection is a bit rough for font-lock-mode case. I do 
not know how to do it perfectly without implementing a regexp engine or
using a much more complex detection regexp.
  For overlay-case, the code seems quite straightforward.

  Have a nice day,
  Grégory Mounié