How I can fix this box using in border and shading paragraph-styles without create frame

I think I know what you are trying to do here.

I fiddled a bit…and its possible, maybe more accurate than my example:

Left side:

1. The left paragraph style should just use paragraph-border above/left/below (in pink).

1.1 You can split up into 3 styles: one for the border above, left and below, if you dont want to linebreak.

To the right, its quite the same, just switch left/right border

the middle:

2. This is tricky, because you seem to need the black lines between the rows. If you dont need them, you can advance like left/right, just deselect left and right, and keep above and below.

2.1 But I guess, you need it. Now you have to split up your middle into 3 para styles.

All 3 parastyles need a paragraph-border, but we need it to do the lines between.

2.2 To mimic the look of lines between rows, we cant use paragraph-lines, because they only apply horizontal.

And because we have to use the border, we have to mimic the outlines now, by…

2.3 adding paragraph-lines above and below.

As you see, it is a bit clunky, but possible :-)