Would something like:
legend([h(idx1(1)),h(idx1(2)),h(idx3(1))],...
'label1','label2','label3')
work for this case. Here I have set the output from your call to plot to h and the three (?) different highlights to be done with something like this:
highlight(h,idx1,etc..)
highlight(h,idx2,etc..)
highlight(h,idx3,etc..)
HTH

