How to add a blue bar in InDesign?

I'd have to look at some code, but I am not sure there's any way to fix that other than eliminating spacing between the paragraphs, and possibly using a null paragraph style to implement the spacing. It's a case where the special way ID handles the continuous border is not translated into HTML.

ETA: What might work is, at the CSS level, replace top and bottom spacing with padding instead of margin.