Thank you so much for your reply. Yes, I can see that reducing the opacity shows the selected cells. However, I do have to compromise on my desired cell background colours.
Also, and I'm afraid I couldn't get your sample to compile, but although a selection rectangle is now shown, Ctrl+C does not copy the selected cells to the clipboard. I have:
GridCopyOption="IncludeHeaders"
SelectionMode="Extended"
SelectionUnit="Cell"
So I don't understand why the copy functionality is not working. I have another sfDataGrid in the application with the same settings but no converter and Ctrl+C works as expected there.