Cellcolor overwrites partial horizontal lines (\cline)

I'm sorry the interface is not brilliant here: But you can do this:

\documentclass{article}

\usepackage{colortbl}
\usepackage{multirow}
\usepackage{hhline}

\begin{document}

  \begin{tabular}{|>{\columncolor{red}}c|>{\columncolor{blue}}c|}
    \hline
    \bfseries ColumnOne & \bfseries ColumnTwo\\ \hline
    First data & 932\\ \hline
     & 239\\ \hhline{|>{\arrayrulecolor{red}}->{\arrayrulecolor{black}}|-|}
     & 137\\ \hhline{|>{\arrayrulecolor{red}}->{\arrayrulecolor{black}}|-|}
    \multirow{-3}{*}{More data} & 319\\ \hline
    Last data & 132\\ \hline
  \end{tabular}

\end{document}

Result: