Last week I had the same problem, but after some minutes, I thought: Maybe on another project, no mood for research. I just read your question and thought: let me see how we can find a nice way to solve it.
My suggestion:
The frame, that's what I call the "border", is not supposed to change, right? Just the progression is supposed to "move" or "animate".
Create a sprite and make a "frame". When I say "frame", I mean a box where you just "draw" along the corners. Like I did on screenshot 1:
I colored it yellow, so it's obvious what's the progress and what's the "border".
So my "border" is yellow now.
Now I created a progress bar with the "accent-color" of "red", check screenshot 2:
The final result looks like this:
I hope this is how you wanted it. Sorry that I have no better alternative.