How to keep shaded paragraphs within text frame and maintain inner border? Is this possible?

Hi folks

I'm using Paragraph Shading to create text boxes in a text frame, by intending the text left and right, and using a top and bottom offset of 1 x leading, and Space After/Before = 2 x leading. 

This works fine when the text box is contained entirely within a single text frame. But if the paragraph text occupies the first and/or last line in the text frame e.g. when it flows across multiple text frames, we have a problem.

The only solution I can think of is to resize the text frames on those pages (moving the text frame top edge down by 1 x leading, or the bottom edge up by the same amount). But this cumbersome, and needs to be adjusted back if the text reflows. Parent Pages can help with this, of course, but still clunky. 

This is the result after adjusting the bottom edge of the text frame, which is the the layout I'm after (Paragraph Shading clipped to frame, and no text on bottom (or top line):

Is there a way to achieve this just by using Paragraph Style or other settings, so the correct layout happens automatically rather than having to be adjusted manually?

A one-cell table works up to a point, but a cell can not flow between text frames AFAIK.

Thanks for your help!
Richard