Given the comments, the answer probably is 'there is not yet structural syntax highlighting for Delphi Prism' :-)
You might also want to contact the people at DevExpress, or hook the people at DevExpress up with the people at RemObjects.
RemObjects is the company that developed the whole Delphi Prism language and Visual Studio IDE integration: that product is called Oxygene.
CodeRush does structural syntax highlighting (and much more, even in their free edition). It used to be available for Delphi, but is now Visual Studio only, and works for the C# and VB.NET personalities.
Mark Miller is the guy behind CodeRush (he started it in the Delphi world).
Since CodeRush is based on DxCore, DxCore does C#, VB.NET and ASPX, and DxCore is public, so you could roll your own structural syntax highlighting :-)
Julian Bucknall (CTO of DevExpress) already hinted on support for Delphi Prism in their products and elaborated on that.
Olaf Monien wrote about using DxCore to enable Sync Edit for Delphi Prism.
Personally I have not used Codekana yet, mainly because I rely on macros and refactoring a lot. At first sight Codekana does not support those, but I'd love to be corrected on that :-)