How are you attempting to do this? I believe there are four ways: 1) Theme editor 2) Theme CSS 3) Page CSS 4) Navigation Component properties sounds like you have a bottom boarder set at one of these levels.

I am only using Theme editor, there is no CSS and in the theme editor preview it has the same problem I described, not just in my pages where there could be page CSS or component properties.

You should be able to override the settings with CSS on the theme or template. Here is a video explaining how to use inspect element in chrome to review, modify and copy CSS from your live page. 404