You can try this work around.
Export the theme for the Tools menu.
Rename the file to .zip,¨
In the zip-packager you will find theme configurationfiles as .xml files.
You will see elements like this
<style name="borderColor" value="11447982" />
Edit the files carefully and rename and import the zip-package again.
I don't know if you can change the color of the specific border, but it is worth a try.
I have used this to change the color of the OLAP-tables.