In Unit "SynEditTextTabExpander"
add a new derived class of "TLazSynDisplayViewEx", like "TLazSynDisplayFold = class(TLazSynDisplayViewEx)" (in SynEditFoldedView)
This returns the token for painting, and can filter, modify, and add tokens. (though adding will affect the "[...]" on a forded line).
See "TLazSynDisplayFold" which does add the "[...]".
Modify ATokenInfo: TLazSynDisplayTokenInfo to have a single border where you need it (you may have to break a token, which is a lot of work, if you consider Bidi (Rtl/Ltr).
Or instead of breaking, add having lines in the middle of the token
The other option is to add a new TSynEditMarkup. But that can not append at the end of line. Though such ability could be added.
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Sorry, this is rather abstract. But I dont have the time to look deeper now.
IMHO the 1st solution sounds right, it is a feature of the tab module.