Split the histone mark signals into n separate, sorted BED files (mark_1.bed, mark_2.bed, ..., mark_i.bed, ..., mark_n.bed).

Set up another sorted BED file containing probe sites where there are methylation differences (diffs.bed).

Run a bedmap session to list the differential methylation site alongside the number of marks that overlap that site:

$ bedmap --echo --count diffs.bed mark_i.bed > answer_i.bed

You'll have {1..n} result files. Because all result files have the same sites, you could render all of their counts together in one figure, where the x-axis is sites and the y-axis is the count values at each site, and line plots are made for each mark. Line plots would quickly show where there is enrichment for one or more marks.

Alternatively, make a heatmap where rows are methylation sites and columns are mark counts. A tool like matrix2png is useful here. You could use row normalization to show relative mark enrichment at a site.

If you want to apply another statistic, such as one based on the mark signal value, look into the score operators, in place of --count.