Shepherds solution
by Kegler

As described by the main diagonal, BORDER COLLIES, a "collie" is found on each "border" of the grid.

Shepherds solution grid

Across
1BRONCO (hidden)
7LI(EG)ES
13B(I)EN + NIA + L
14sCARED
15O(F)T
17VIE (odd letters)
18S + EDGE
19EASY ("E Z" hom)
21LT + D
22SCRA[P/m]
23BAUD RATE (READ ABoUT anag)
25LAIC (1st letters)
27CAR(BON + COP + I)ES
29OUTLOOK (TOOK LOU anag)
30ON + C + ALL
34L + APE + L
36LAUR(E)A + TE
38bILLS
40ADENOSINE (rev hidden)
41EXOTIC DANCER (CRETIN COAXED anag)
42PROTOCOL ("PRO TO CALL" hom)
43LIENS (LINES anag)
Down
1B + U + COLIC
2RO(A'S)T
3OAR(E)D (A-ROD anag)
4CA(D)GED
5hOBOES
6LIFE JACKET (JACKIE FELT anag)
8IN ESSE (hidden)
9ENCYCLICALS (CICELY'S CLAN anag)
10GIVER (hidden)
11SLEEP (rev)
12RED + O + UBLE (BLUE anag)
16TATTOO (2 defs)
20P(AISLE),Y
24A(TRFU)L (TURF anag)
26CO + L + LIERS (RILES anag)
28NOMAD + I + C (DAMON rev)
29O + LLI + E (ILL rev)
31PALER (PEARL anag)
32N(E)ATO
33LEND + L
35PRInCE
37G(O)AL
39SO + T