One way to create a highlighted message is this:
echohl WarningMsg | echo "Buffer changed!" | echohl None
The first command selects a particular highlight mode for any subsequent
echo calls. When
echo is called the message will be displayed on the status line with approriate color and/or format (in my case white on yellow text). Don't forget the second
echohl to return to regular highlighting.
Now I believe you want to display this when autoread is triggered. I am having success with this autocommand:
autocmd FileChangedShellPost *
\ echohl WarningMsg | echo "Buffer changed!" | echohl None
set autoread in my vimrc, load a file with gvim, load it with another editor and change something, come back to gvim. Voila, I get the highlighted message.