Electrokinetics of small particles immersed in anisotropic fluids is attracting attention in recent years. Here we focus on microscopic appearance of single as well as self-assembled particles moving in the electrohydrodynamic convection (EHC) of a nematic liquid crystal with low-birefringence. Characterization of the birefringent properties is made by polarized light microscopy under different illumination conditions. Because of the small optical anisotropy, the director distortion around the particles clearly exhibits distinctive colors on both sides depending on the height in the cell. The observation can be explained as the change in the net phase retardation of the light. It is also found that a caterpillar-like motion is possible by tuning temperature, although the horizontal size of the EHC rolls is relatively narrow.