I'm not entirely sure what you are asking. It is possible to change the selected Theme per docking window, but that would only affect it's tab (not the container that holds it). But you could probably bind the container's selected Theme to the it's currently selected window's theme.
If you are just concerned about the border around the ToolWindowContainer, then I believe that is actually just a margin/padding (which allows the DockSite's Background to show through). The splitters around the ToolWindowContainer are also transparent and provide a bit of separation.
When floating, the RaftingWindow draws a border around the ToolWindowContainer to maintain the same look.
All our brushes are defined as assets (in AssetResourceKeys) and can be fully customized. Our Theme Browser in our Sample Browser allows you to view all the assets and copy their keys so you can redefine them in your application resources. Our documentation also describes brush customization.