Is there any way to turn off the "CurrentCell" border for specific cells?
In particular, I want it for all the cells except the row and column headers. Is there something I can do in the SelectionChanged event?
You can handle the DrawCurrentCellBorder event and set e.Cancel = true for any cell you do not want to see a currentcell border.
SelectionsChanging does not involve the currentcell. Instead, it relates to the ranges that are being selected as you drag in the grid. CurrentCellMoving is the event that involves changing the location of the currentcell.