Hi Dev,
Thank you for your interest in syncfusion products,
You can change the border style by using the following code.
this.gridControl1.RowStyles[2].Borders.Right = new GridBorder(GridBorderStyle.Dotted, Color.LightBlue, GridBorderWeight.ExtraThick);
Please refer to the following UG link which illustrates the same.
http://help.syncfusion.com/UG/User%20Interface/Windows%20Forms/Grid/Documents/519howtochangethelookofacellsborder.htm
http://help.syncfusion.com/UG/User%20Interface/Windows%20Forms/Grid/Documents/526howtochangethelookofacolumnsborder.htm
Let me know if you have any further concerns.
Regards,
Ragamathullah B