There are several ways to create a double-line bordered node in yEd:
Use one of the double-line bordered templates from the BPMN palette. (As of yEd 3.9.1, there is a double-lined rectangle with rounded corners and a double-lined circle.)
Create a new user-defined palette and import a custom image or vector graphic.
Create two nodes of the same kind. Make one slightly larger than the other. Move the smaller node above the larger node, open its context menu, and choose "Convert to Label".