Okay, if you're looking for a thin line like that, you'll need to use VBA to insert a shape. Probably best to start a new thread in the Programing/VBA/Macros forum.
To some extent, we can duplicate this with Conditional Formatting.
I inserted a row (which can be hidden) which contains the times at half hour intervals. I also did a table on Sheet2 where I added extra columns to put in 15 minute intervals thus slimming the line a bit.
Then I added this conditional Formatting like so
Checking "Stop if True"
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