Thanks for contacting Syncfusion Support.
We have checked your query. You can able to hide the cell and column borders in SfDataGrid by override SfDataGrid.DataGridStyle class and return GridLineVisibility as None in GetGridLinesVisibilty() override and assign the overridden class to SfDataGrid.GridStyle property. Please refer the below code snippet for better understand.
public class CustomGridStyle : DataGridStyle
public override GridLinesVisibility GetGridLinesVisibility()
Also, we have prepared a simple sample by achieved your requirement and you can download the same from the below link.