I have a slideshow embedded in my site as an iframe (Black Eagle Studios), and the iframe has a border of several pixels width which I don't want. I can't find a setting where I can eliminate it. Help, please.

Should I take this to mean there is no way to fix the issue?

This is not caused by the theme. The browsers are simply adding their default style for frames becauses none is defined. Add a CSS insert

iframe {
border: none;
}