Let $V \subset [0,\infty)^n$ be closed. I've been studying the following subset of $V$ for research, which has useful properties, but cannot prove or disprove it is Borel measurable.
Introduce the partial ordering $\leq'$ on $[0,\infty)^n$ such that $(x_1,...,x_n) \leq' (y_1,...y_n) \iff x_k \leq y_k, \forall k$. Consider the set $W$ of minimal elements of $V$ under $\leq'$. That is, $$ W = \big\{ x \in V \ \big| \ \nexists y\in V, y<'x\big\}. $$ One can easily show that $W \subset \partial V$ and if $V \neq \emptyset$ then $W \neq \emptyset$ (with Zorn's lemma).
I have been wondering how to prove/disprove $W$ is Borel measurable for months, gave up, and settled with taking its closure only to make it Borel measurable (if the set were measurable, everything would work out nicely).
I believe this set is Borel measurable and that $\overline{W}\backslash W$ is countable (it does not seem easy to construct a counterexample to either of these, because $W$ seems to always have a nice monotone shape). However, a proof of either of these has continuously evaded me.
The set you are asking for is easily $G_\delta$, and thus Borel, if I'm not missing something obvious.
The set $C = \{ (x,y)\in V^2 : x <' y \}$ is $\sigma$-compact, since $$C = \leq' \cap \bigcup_{i \leq n} \{ (x,y) \in V^2 : x_i < y_i \}.$$ The relation $\leq'$ is closed and the set on the right is open (in $V^2$) and thus $\sigma$-compact (in a Polish space open sets are $F_\sigma$, and if the space is $\sigma$-compact, then $F_\sigma$ sets are obviously also $\sigma$-compact). Thus its projection to the second coordinate $W' = \{ y \in V : \exists x \in V ( x < y) \}$ is also $\sigma$-compact (remember that the projection of a compact set is compact). And the complement $W = V \setminus W'$ is $G_\delta$.
By the way, the question you are asking falls exactly into the field known as "Descriptive Set Theory".