Intellij IDEA (mine is 2018.3.6) actually can resolve and highlight such steps, but only if you have sources jar with step definitions. So solution is to download sources with Maven or another build tool.
I also would like to show how to generate sources jar if you own that dependency with test definitions:
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-source-plugin</artifactId>
<executions>
<execution>
<id>attach-sources</id>
<goals>
<goal>jar</goal>
</goals>
</execution>
</executions>
</plugin>
</plugins>
</build>
And if you also generate separate test jar then:
<build>
<plugins>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-jar-plugin</artifactId>
<executions>
<execution>
<goals>
<goal>test-jar</goal>
</goals>
</execution>
</executions>
</plugin>
<plugin>
<groupId>org.apache.maven.plugins</groupId>
<artifactId>maven-source-plugin</artifactId>
<executions>
<execution>
<id>attach-sources</id>
<goals>
<goal>jar</goal>
</goals>
</execution>
<execution>
<id>attach-test-sources</id>
<goals>
<goal>test-jar</goal>
</goals>
</execution>
</executions>
</plugin>
</plugins>
</build>