You can use a splitter similar to what you see in Excel. Take a look at the Quick Start/Splitter sample or the DataBase/GridRecordNavigationBar sample.
As far as making the line between frozen rows thicker, here is a way you might be able to do it now. In a GridControl, you can explicitly set the bottom border of the last frozen row fo have some special border. In a GridDataBoundGrid, you would handle the PrepareViewStyleInfo event to set this special border style for the last frozen row as a GridDataBoundGrid does not support row styles directly.
Here is PrepareViewStyleInfo handler that should work for either a GridControl or a GridDataBoundGrid.
private void gridControl1_PrepareViewStyleInfo(object sender, GridPrepareViewStyleInfoEventArgs e)
{
if(e.RowIndex > 0 && e.RowIndex == this.gridControl1.Model.Rows.FrozenCount)
e.Style.Borders.Bottom = new GridBorder(GridBorderStyle.Solid, Color.Blue, GridBorderWeight.Thick);
}