Specific borders in bold> try setting your styling mode to advanced, turning the design grid on then right clicking on the cell and choosing 'custom format cell'
The same might work for the colours, or use the background colour options on the dimensions and expressions
adding the header isn't so easy but you can mess around with text boxes etc for a simple solution, or you add your grouping as a new dimension in the system (you can use valuelist), then add this to the pivot as well, you obviously then need to use some logic to figure out which expression goes under which heading... its faffy but do-able
Go to settings, click User preferences and then go to design tab. there you will find a check box called 'Always show design menu items'. check it
then when you come to pivot table, just right click, you will find an option called 'Custom format cell'. when you click it... it will show the selected cell there you can choose the color and borders for each cell. and also font size and style as well. after selecting all click on apply button.
Hope this helps for you...