I believe you are referring to the distance between the paragraph text and the paragraph border below it. I am repeating part of your screen shot below.
You will have to reduce the value for Line Spacing in the heading paragraph.
You can fine-tune the distance between the text paragraph and the border by using the Options button on the Border tab of the Borders and Shading dialog box.
Use Spacing After to increase the distance between the "bordered" paragraph and the following text.
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Stefan Blom
Microsoft Word MVP
Microsoft 365 apps for business
Windows 11 Professional
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