For example, I want to highlight the
lemma environments, but leave the
proof environment unchanged. I tried to search the variables in font locking but no luck.
That's not terribly easy to achieve, because AucTeX wasn't designed with that kind of extensibility in mind. You have a couple of options:
I am not very sure what you mean by highlight. Do you want to change the font of the begin/end or the general face of the whole environment?
Maybe using the the Hi Lock mode you could achieve something easily.
If this is what you are looking for, let me know and we'll figure out a simple way to add that to the AucTex hook to have it highlight every time.