You can set up 2 separate borders one around another, with different color and thickness, plus an optional image shadow:
Awesome Gallery images can be overlayed with customisable overlays – on hover, constantly, or in “off-hover” mode when the overlay dissappears when the image is hovered. Instead of the cross, you can upload any image you like, or disable it at all.
And, “off-hover” mode:
Black & White effect (excluding IE 10 and 11)
Admin area options