I seem to run into this problem frequently and can never find a solution. I have a Wordpress site with a top navigation. Since this is in my header.php, and used on all page
First, there is a css pseudo class prepared for styling 'active' links :
a:active {css}
For your situation, you would have to add this class to your styling :
.active a, a:active {css}
But your needs seems more on the PHP side than the CSS, perhaps someone else will help you with that part. There would be a javascript solution with jQuery, finding the actual location then inject a css selector to the proper element.
Check this article and this other one about wordpress. It will help you.
Stack Overflow references :