The likely problem you are seeing ios that as you change ScheduleViewTypes (or page through the calendar), the schedulegrid object get deleted and then recreated. So, it is difficult to keep an event subscribed as the grid's keep getting deleted.
So, for now, the only way to make sure your code will always be hits is to derive the ScheduleControl and override CreateScheduleGrid. There, you can create an instance of a derived grid so you can use its override to manage you special border instead of an event. Here is a minimal sample showing how you might do it.
http://www.syncfusion.com/support/user/uploads/CS_fc51f9e8.zip