Under your shopify dashboard, navigate to "themes" under "online stores" which is under "Sales channels". Here, click on customize button for the current theme you are using. Navigate to the page, where you want to change the story border color.

Click on the story section, and the customization side bar appears, here, primary & secondary theme color options are provided.
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Click on it, and a color palette appears, Now, you can either enter your desired color's HEX code, or use the mouse cursor to select the color.

Now, the secondary theme color will be changed for the story.