Adding a Thick Outline
When working with alpha, it's easy to add an outline of some sort to
the current selection: Simply store the selection, then grow or shrink
it, then store that version, and use Subtract alpha to subtract one
mask from the other stored version. The resulting mask will define the
outline region, and you can fill it or paint its color to your heart's
content.
Using the prior image, where we just filled the rectangle with rounded
egdes, the alpha mask is still present.
Use "Grow alpha..."
Give it a few units of growth.

The selected region is now distinctly bigger than the filled region.

Store this alpha image too. You now should have two storedalpha masks,
one a little 'larger' than the prior:
Since the currently loaded alpha channel is the most recently enlarged
one, click 'Subtract' on the smaller stored version. That will subtract
(remove) the selection found in the stored small mask from the loaded
larger mask. You now have two lines of marching ants, indicating the
inner and outer limits of the selected thin band:

After storing this alpha mask, you can see this:
You can now use various tools to colorize that selection, such as
painting just inside that selection. Or you can use this thin mask to
'Clear selected', to whatever the secondary color is.

If you want this border to be embossed, you can use the
Effects tools at the bottom of the
alpha menu:
You can also use the Drop shadow effect from the same Effects menu in
Alpha.
The text tool can also be rendered into the alpha channel. Use this to
place a stencil there and fill it with even more color variations. In
this example, we've also enabled the paper texture: