TAdvSpreadGrid Cell borders

I'm using cell borders to highlight certain areas in a grid.
I use the OnGetCellBorder event to do this.
The bottom border is drawn correctly, but the top border looks mis placed.
Between the rows there are gaps in the border. I have set the grid line width to zero.

How can I fix this?

Can you create a test project and send it so we know your full grid settings and can reproduce & investigate this?