When you select a range in a diff, a hint is shown in the gutter to show which range is in use.

This colour is specified by menu.border which is a little surprising.

What is more of a concern is that this colour has no default value and is not set for a lot of themes. Including many of the default themes.

Here is Dark+ on github.dev:

Conversely here is the built in Monokai:

Or Solaraized Dark:

On third party themes we see much of the same.