If you want things to change in a choro plot then you only have one variable to use. So you may need to combine the values of the two variables to create each combination.
Changing Border appearance conditionally I have only been able to do with annotate data that basically traces the border with different properties. If you want the outline color to match the pattern filling the area use COUTLINE=SAME. If by "bolding" a border you want all borders the same width use the WOUTLINE= option. If you want different widths then you'll need to go the annotate route.
Another option is to use the map data set to create Polygon plots in SGPLOT and use a DATTERMAP data set to set properties for the polygons. Again that would use a single variable but I believe that would let you set the associated "border", with polygon it is outline, color, line pattern and thickness.
In any case adjacent borders may have issues with differing widths/color and which is drawn over the other using the same coordinates.