This isn't very obvious, but one thing you can do is open up the Metrics Window and look for files with code coverage in them. The Metrics Window should be filtered by this feature in the same way as the code windows.
If you're encountering this situation often, it might be worth using an engine mode that only shows coverage for pinned tests instead of the inline coverage filtering feature. This would probably give you a better UX, but I accept that it would only be possible if you weren't already using pinned tests for something else.