You can use TeX’s own mechanism to draw the rules or use MetaPost.
% solution 1:
%\startsetups headerrules
% \blackrule[width=\hsize,color=yellow,height=3pt]
% \blackrule[width=\hsize,color=orange,height=3pt]
%\stopsetups
%
%\setupheader[text][after=\setups{headerrules}]
% solution 2:
\startuseMPgraphic{headerrules}
draw origin--(OverlayWidth,0) withcolor red withpen pencircle scaled 4 ;
draw origin--(OverlayWidth,0) withcolor blue withpen pencircle scaled 4 shifted (0,4) ;
clip currentpicture to OverlayBox ;
setbounds currentpicture to OverlayBox ;
\stopuseMPgraphic
\defineoverlay[headerrules][\useMPgraphic{headerrules}]
\setupbackgrounds[header][text][background=headerrules]
\starttext
\input knuth
\stoptext