The Pattern Brush Options window is accessed by double-clicking on a brush in the Brushes panel (WINDOW > BRUSHES). Any modifications done in it are applied on the brush definition and all its occurences throughout the file. All changes are visible in real time.
1) If your border brush does not work on curves, try other corner options for the inside and outside corner elements.
2) For monochrome brushes set the colorizing method to "Hue shift". This way you can easily set the brush color by editing the stroke color.
3) Auto generated corner elements are supported in Adobe Illustrator CC only and are not available in the CS6 versions of our files.
The border applied as a brush is now edited only for the object alone, without changing it in the Brushes panel or any other instances throughout the file.
Note: You can easily change the scale of an applied brush by editing the object's stroke weight from the Stroke panel (WINDOW > STROKE). Reducing the stroke weight also fixes the appearance of the applied brush if a segment looks distorted.