Try this.
Turn off the default currentcell frame.
this.gridGroupingControl1.TableModel.Options.ShowCurrentCellBorderBehavior = GridShowCurrentCellBorder.HideAlways;
Then handle the TableControlPrepareViewStyleInfo event.
private void gridGroupingControl1_TableControlPrepareViewStyleInfo(object sender, GridTableControlPrepareViewStyleInfoEventArgs e)
{
GridTableCellStyleInfo style = e.TableControl.Model[e.Inner.RowIndex, e.Inner.ColIndex];
if(style.TableCellIdentity.TableCellType != GridTableCellType.RecordFieldCell
&& style.TableCellIdentity.TableCellType != GridTableCellType.AlternateRecordFieldCell
|| (style.TableCellIdentity.DisplayElement.ParentRecord == e.TableControl.Table.CurrentRecord))
{
e.Inner.Style.Borders.Bottom = new GridBorder(GridBorderStyle.Solid, Color.Red);
e.Inner.Style.Borders.Top = new GridBorder(GridBorderStyle.Solid, Color.Red);
}
}