10 Less fun with \cline
Lines produced by \cline are coloured if you use \arrayrulecolor but you may not notice as they are covered up by any colour pannels in the following row. This is a ‘feature’ of \cline. If using this package you would probably better using the - rule type in a \hhline argument, rather than \cline.
と，colortbl のマニュアルにありますので，
\documentclass{article}
\usepackage[dvips]{colortbl}
\usepackage{hhline}%%% ←
\begin{document}
\begin{tabular}{|*{3}{c|}}
\hline
& a & b \\
%\cline{2-3}%%% ←
\hhline{|~|-|-|}%%% ←
& c & \multicolumn{1}{>{\columncolor[gray]{0.8}}c|}{d} \\
\hline
\end{tabular}
\end{document}
でうまくいきませんか?