This was fun, first time I can remember working with borders in VBA. So thanks. 
There's a lot of looping here, but I didn't really see any other way to accomplish this. Maybe someone else has more elegant code.
Also, I hope it you intention to turn all those red borders into borders that look like the default cell borders? Because that's what that replacement thin grey line looks like.
Sub BillDoor()
For Each Cell In ActiveSheet.Cells.SpecialCells(-4123)
For Each b In Cell.Borders
If b.ColorIndex = 3 Then
b.ColorIndex = 15
b.Weight = xlThin
End If
Next
Next
End Sub
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