Context. Detecting light reflected off the dayside of an exoplanet in high-resolution spectroscopic data has proved to be a notoriously difficult endeavour. Despite several attempts, the faint signal has yet to be detected. Aims. We present a new effort at finding reflection signatures and show how a strong rotational broadening of the reflected spectrum can complicate this objective. Methods. We introduce a new figure of merit that quantifies the favourability of different systems for a reflection study, the reflection spectroscopy metric. Applying this metric, we identify the KELT-9 system, which features a highly misaligned, rapidly rotating host star, as the target for a case study based on a spectroscopic time series obtained by CARMENES. We also perform an injection-recovery test to determine the detectability of the signal in our data and demonstrate its sensitivity to rotational line broadening. Results. The search for a genuine reflection signal in our data resulted in a non-detection. The injection-recovery test puts this finding into context by revealing the critical importance of taking rotational broadening into account when dealing with systems featuring rapidly rotating stars and large spin-orbit misalignments. Conclusions. The case study presented here underscores the need to incorporate stellar rotation and spin-orbit misalignment into assessments of a given planet's favourability to reflection studies.