how have you set up the cooling system (I assume this is in RWD) Have you blocked the back of the head or are you running the water pipes from there to the rad? If you have't done this correctly, you may have introduced a big air pocket / restricted the flow such that there is not enough water flowing around when idleing (when the water pump is flowing the least) and at higher rpm it is pushing through the restriction. What orientation do you have the thermostat - if you have done custome water pipes you may have the thermostat in the water circuit the wrong way round - which may cause it to not open - the thermo must go in the bottom rad hose with the spring side towards the block.
Also as the AE86 has such an open engine bay, at highway speeds, the air coming up into thew engine bay helps cooling a lot - sometimes at highway speeds thermostats can be closed as the air is cooling the engine enough - this may be masking the problem (although unlikely as you say that revs cool the engine)
