How to delete the blue box when the Button control under the list control is focused?

Just use the example list_2,
Blue border found at the edge of the button. Attempting to modify the width of the border, outline, and shadow to 0 still persists

this style is applied on the LV_STATE_FOCUS_KEY

You can set the width to 0

lv_obj_set_style_outline_width(button, 0, LV_STATE_FOCUS_KEY);