To change the hover color, modify this with CSS:

.menu-item > a:hover {
background-color: #fff;
}

To modify the border color (not sure where you want to modify it, but if you want to change the border around the entire widget, try this:)

.widget_nav_mega_menu.shortcode-mega-menu {
border: 1px solid black;
}

To modify the background color, you can change it through CSS here:
.widget_nav_mega_menu.shortcode-mega-menu {
background-color: #fff;
}