Straight to the styles you are looking for.
1. If you look at the template of the GridViewGroupPanelItem you will notice there is a GridViewGroupPanelCell in it. Edit its template and then change the color of the inner (black) border.
2. Edit the template of the GridViewHeaderRow. In it you will find an IndentPresenter. In its item template you will find an element called GridViewHeaderIndentCell. This is the "black box". Edit its style / template to get the desired results.
3. In the template of the GridViewHeaderCell you will find a DistictFilterControl. In its template and you will find a ToggleButton (PART_DropDownButton) which contains the paths of the filter icon. The first one is the one you are looking for. Change its Fill and you should be good to go.
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