I played a bit with the Highlight properties of the grid.
Highlight seems to be concerned about cell highlighting on top of row highlighting, which involves several of the other highlight properties. But Highlight=.t. also only has an effect if AllowCellSelection is .t., which you have set to .F.
HighlightRowLineWidth controls the thickness of a line border for the whole row, not just the active cell, so that's of no use for your problem, you can only set that to 0 instead of or additional to setting HighlightRow to .F. to have the same effect.
I get no border around anything if I make these settings:
AllowCellSelection: .F.
GridLines: 0
Highlight: .F.
HighlightRow: .F.
HighlightRowLineWidth: 0
HighlightStyle: 0
But HighlightStyle 0 means legacy highlighting, which means the active row is highlighted by a dark blue backcolor and inverted text forecolor.
With HighlightStyle 1 or 2 that color is controlled by HighlightBackcolor and HighlightForecolor.
If you set them to white backcolor and black forecolor you have no highlighting, but still override the DynamicBackColor and DynamicForeColor of columns, so you lose all gridlines and highlight lines, but also all color for the active row.
Chriss