How to add a vertical thick line border to the entire column after every merged cell heading at the top?

Question

Here is how I want it to have appeared? Please suggest a VBA code for this

Sub FormatTest()
    With Sheets("Test")
        With .Range("$B:$Z")
            .FormatConditions.Add xlExpression, Formula1:="=mod(row(),2)=0"
            With .FormatConditions(1).Borders(xlBottom)
                .LineStyle = xlContinuous
                .ColorIndex = xlAutomatic
                .TintAndShade = 0
                .Weight = xlThin
            End With
            .FormatConditions(1).StopIfTrue = False
        End With
    End With
End Sub

Answer 1

This seems to work based on your screenshot. As remarked above, merged cells are generally problematic and should be avoided wherever possible.

Sub FormatTest()

Dim c As Long, r As Range

With Sheets("Test")
    For c = 1 To .Cells(1, Columns.Count).End(xlToLeft).Column
        Set r = .Cells(1, c).MergeArea
        With Union(.Cells(1, c), .Columns(r(r.Columns.Count).Column))
            With .Borders(xlRight)
                .LineStyle = xlContinuous
                .Weight = xlMedium
            End With
        End With
    Next c
End With

End Sub