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To work around this behavior, rearrange the macro code that applies the left or right borders so that it runs after the code that applies the diagonal cell borders, for example:
Sub format_borders2()
With ActiveWorkbook.Styles("Normal").Borders(xlDiagonalDown)
.LineStyle = xlContinuous
.ColorIndex = xlAutomatic
End With
With ActiveWorkbook.Styles("Normal").Borders(xlDiagonalUp)
.LineStyle = xlContinuous
.ColorIndex = xlAutomatic
End With
With ActiveWorkbook.Styles("Normal").Borders(xlLeft)
.LineStyle = xlContinuous
.ColorIndex = xlAutomatic
End With
With ActiveWorkbook.Styles("Normal").Borders(xlRight)
.LineStyle = xlContinuous
.ColorIndex = xlAutomatic
End With
End Sub
Compare this macro to the macro in the "Symptoms" section. Note that the code that applies the diagonal borders was moved to run before the code that applies the left and right borders.