Formatting a Cell Border So the Formatting will Follow the Data When You Sort

I have noticed that when I format the text in a cell, if I sort that column or row the formatting 'travels' or 'moves with' the data.

However, when I format I a cell's border, if I do a sort and the cell's data moves, the cell border remains in place and doesn't follow the data. How do I fix this?...

I thought of doing Conditional Formatting, but the type of border I want to use is wider (thicker?) than the thin bordering available in the Conditional Formatting section.

Let me know if you can help. Thanks!

I think you have to use a helper column.
Copy the format from the column you want to sort to the helper column. After sorting copy back the format from the helper column.