You’ll either have to click at a location and type-select to get to the right item — e.g. drive the user-interface with Keyboard Maestro.
OR
Use AppleScript.
Run from the Script Editor.app to see how it works before putting it into an Execute AppleScript action in Keyboard Maestro.
tell application "Microsoft Excel"
set mySel to selection
set myRange to first item of (get areas of mySel)
set myBorders to {border top, border bottom, border left, border right}
repeat with i from 1 to 4
set theBorder to get border myRange which border (item i of myBorders)
set line style of theBorder to line style none
end repeat
end tell
This will remove external borders from the selected range in the front workbook.
Tested on OSX 10.10.5 with Excel 14.5.3 from Office 2011.
Scripting Excel is often seriously hard, but you can do many things.