Yes you're right, up to now you did add borderlines. Gridlines can't be changed in sections. I cannot reproduce the error you described, but try the following:

- Start Excel the way it shows you a new workbook
- Merge and unmerge some cells as you did in the workbook of origin. Does Excel Show the same misbehaviour?
- Click on the green button "File" to open the backstage view. There you select "Options"
- A new window will open, select in the list "Advanced" and scroll down the window about half way. There you will find the adjustment for the color of gridlines.
- The default is "automatic" which shows gridlines in some distinct grey. If you can live with that, I would put it to automatic, otherwise - and in your case - another color probably is applied.
- Remember this color and switch to automatic or a different Color.
- Press OK and have a look at your workbook to check if the error is gone.
- Afterwards go back to Options and apply the color of your choice

That is, if the new workbook shows the same misbehaviour. Otherwise there might be something wrong with your workbook of origin.

Let me know the results