Examples:
# Border only around the header from --header-lines
seq 10 | fzf --header 'hello' --header-lines 2 --header-lines-border
# Both headers with borders
seq 10 | fzf --header 'hello' --header-lines 2 --header-border --header-lines-border
# Use 'none' to still separate two headers but without a border
seq 10 | fzf --header 'hello' --header-lines 2 --header-border --header-lines-border none --list-border