I'm probably missing it, but is there a way to alter the size and color of the border from the crosstab component in the Reports area?
It's more than a little janky, but you should be able to assign a border to individual "cell" components in the properties:
What you cannot do (although it appears to work until you go to the preview tab) is style the individual RowDivider and ColDivider components. Those get created and destroyed as the crosstab is (re)generated, so the settings you apply to them don't carry over to new instances.