In Sublime Text build 4143, the following steps seem to work for changing the match highlight border color to a desired color, e.g., cyan:

1. Click the menu: Sublime Text -> Settings... -> Customize Color Scheme
2. In "globals", add:
   "highlight": "cyan",
3. In "rules", add:
   {
       "name": "Comment",
       "scope": "comment",
       "foreground": "cyan"
   },
4. Save the file.