I have a similar issue to OP, but it's slightly different.
The site is amydittmar.com
pw: dittmar
I am using a folder with links to individual portfolio projects in the top navigation (WORK), because that seems to be the only way to generate a dropdown menu in the top navigation that reveals the individual projects. When a project is active I'd like the parent menu item (WORK) to have the active state. This is the default behavior when a page is active within a folder, but it doesn't work with links.
I am on a personal plan, so I'm unable to inject code into the header or footer, and I am hoping to avoid having to upgrade my plan just for this one little line. haha.
I currently disabled the underline on the ABOUT page so the experience would be consistent, but this is a stop gap measure.
Let me know if you need more info!