All you should need is three nested fields, in the relevant cell(s), coded as:

{IF{MERGEFIELD MM}= "MMY" "→↵
→" \* Charformat}{IF{MERGEFIELD MM}= "MMI" "→↵
→" \* Charformat}{IF{MERGEFIELD MM}= "MMN" "→↵
→" \* Charformat}

where the:
• → is an actual tab character
• ↵ is a manual line break
• each I in IF is highlighted with the relevant highlight colour
• MM is the data field name
and each cell to be shaded has:
• margins set to 0 all round
• paragraph formatting with a single right-aligned tab-stop set to at least the cell width


Note: The field brace pairs (i.e. '{ }') for the above demo field codes are created in the document itself, via Ctrl-F9 (Cmd-F9 on a Mac); you can't simply type them or copy & paste them from this message. Nor is it practicable to add them via any of the standard Word dialogues.