Based on old forked version of HaxeFlixel (can be rewritten for official one), for future use :-)

fancy_debug_draw.hx

override function drawDebugBoundingBox(gfx: Graphics, rect:FlxRect, allowCollisions:Int)
{
		var drawX = rect.x;// + offset;
		var drawY = rect.y;// + offset;
		
		var offset = 2;
		var offset2 = 2;
		/*var offset2x = 0;
		var offset2y = 0;*/
			
		var rectWidth = rect.width;
		var rectHeight = rect.height;
		
		var debugColor:FlxColor;
			
		if (allowCollisions <= FlxObject.NONE)
		{
			debugColor = FlxColor.BLUE;
			return;
		}
		else if (allowCollisions != FlxObject.ANY)
		{
			debugColor = FlxColor.PINK;
			//debugColor = FlxColor.GREEN;
			
			gfx.lineStyle(1, debugColor, 0.7);
			gfx.drawRect(drawX, drawY, rectWidth, rectHeight);
			
			rectWidth -= offset * 2;
			rectHeight -= offset * 2;
			
			debugColor = FlxColor.GREEN;
			gfx.lineStyle(1, debugColor, 0.7);
			
			/*var offset = 2;
			
			var drawX = drawX + offset;
			var drawY = drawY + offset;
			var rectWidth = rectWidth - offset * 2;
			var rectHeight = rectHeight - offset * 2;
			 */
			
			if ((allowCollisions & FlxObject.LEFT) != 0)
			{
				/*drawX -= offset;
				drawY += offset;*/
				
				gfx.moveTo(drawX - offset2, drawY + offset2);
				gfx.lineTo(drawX - offset2, drawY + offset2 + rectHeight);
			}
			if ((allowCollisions & FlxObject.RIGHT) != 0)
			{
				/*drawX += offset * 2;
				drawY += offset;*/
				
				gfx.moveTo(drawX + offset2 * 3 + rectWidth, drawY + offset2);
				gfx.lineTo(drawX + offset2 * 3 + rectWidth, drawY + offset2 + rectHeight);
			}
			if ((allowCollisions & FlxObject.UP) != 0)
			{
				/*drawX += offset;
				drawY -= offset;*/
				
				gfx.moveTo(drawX + offset2, drawY - offset2);
				gfx.lineTo(drawX + offset2 + rectWidth, drawY - offset2);
			}
			if ((allowCollisions & FlxObject.DOWN) != 0)
			{
				/*drawX += offset;
				drawY += offset * 2;*/
				
				gfx.moveTo(drawX + offset2, drawY + offset2 * 3 + rectHeight);
				gfx.lineTo(drawX + offset2 + rectHeight, drawY + offset2 * 3 + rectHeight);
			}
		}
		else
		{
			debugColor = FlxColor.GREEN;
			gfx.lineStyle(1, debugColor, 0.5);
			gfx.drawRect(rect.x, rect.y, rect.width, rect.height);
		}
		
}