A colored pellet is rather related to the presence of impurities in a dna sample rather its concentration. A fairly pure dna sample will give you a glassy pellet, which some times is hard to see especially if the concentration is realy low.
I don't know exactly your protocol, but if you are using a co-precipitant I think you should be able to see the pellet, regardless the amount of DNA. I used to use linear polyacrilamide for similar purposes and never had this problem, although I never have precipitate such small amount of DNA. Do you precipitate overnight or only for a few hours? If not I would try increasing the incubation period and I would be so careful removing ethanol from the tubes.
I have been using glycoblue; however, I noticed that depending upon the buffer in which the DNA is initially dissolved in, the ethanol precipitation pellet is either blue (well visible) or not. This makes it a bit tricky.....