The Characters method allows you to set formating for individual elements in a string:
intFind = InStr(rngFind, "HNL")
If intFind > 0 Then
Set rngMerge = rngFind.MergeArea
rngMerge.Characters(intFind, 3).Font.ColorIndex = 3
rngMerge.EntireRow.Copy
With Worksheets("AU - UA")
NextRow = Range("A65536").End(xlUp).Row + 1
Range("A" & NextRow).Select
.Range("a" & intRow2 + 1).PasteSpecial
.Range("a" & intRow2 + 1) = "HNL"
End With
intRow2 = intRow2 + rngMerge.Rows.Count
End If