I am assuming that there is a metric, $d_3$ on $X \times Y$ that when restricted to a point cross X is $d_1$ and when restricted to a point cross Y is $d_2$. i.e $d_3((x,y),(x,z)) = d_2(y,z)$ and $d_3((x,y),(z,y)) = d_1(x,z)$.
Claim: if $B(x,y)_{\epsilon}$ is the neighborhood of all {$(w,z)\in X \times Y|d_3((x,y),(w,z) < \epsilon$} and if $(a,b) \in B(x,y)_{\epsilon}$. Then there exist $\epsilon' > 0$ and $\epsilon" > 0$ such that $B(a)_{\epsilon'} = \{w \in X| d_1(a,w) < \epsilon'\}$ and $B(a)_{\epsilon'} \times \{b\} \subset B(x,y)_{\epsilon}$ and $B(b)_{\epsilon"} = \{z \in Y| d_2(b,z) < \epsilon"\}$ and $\{a\} \times B(b)_{\epsilon"} \subset B(x,y)_{\epsilon}$
Pf: Let $\epsilon' = \epsilon - d_3((x,y),(a,b))$. If $d_1(a,w) < \epsilon'$ so $a \in B(a)_{\epsilon}$ and $(a,b) \in B(a)_{\epsilon'} \times \{b\}$, then $d_3((w,b),(x,y)) \le d_3((w,b),(a,b)) + d_3((a,b),(x,y)) = d_1(a,w) + d_3((a,b),(x,y)) < \epsilon' + d_3((a,b),(x,y)) = \epsilon$.
So $B(a)_{\epsilon'} \times \{b\} \subset B(x,y)_{\epsilon}$.
Proving $B(b)_{\epsilon"} = \{z \in Y| d_2(b,z) < \epsilon"\}$ is exactly the same.
So let's start.
Let $(x,y) \in \partial A \times \overline B$ which is the same thing as stating $x \in \partial A$ and $y \in \overline B$. Let $N$ be a neighborhood of $(x,y)$ and $N'(x)$ a neighborhood of $x$ so that $N'(x) \times \{y\} \subset N$ and $N"(y)$ a neighborhood of $y$ so that $\{x\} \times N"(y) \subset N$.
As $x \in \partial A$ there are points $w \in N'(x)$ such that $w \not \in A$ so $(w,y) \in N$ but $(w,y) \not \in A \times B$. So $(x,y)$ is a limit point of $(A \times B)^c$.
Now $x \in \partial A$ so there are points $v \in N'(x)$ such that $v \in A$. If $y \in B$ then $(v,y) \in A \times B$. If $y \not \in B$ then $y$ is a limit point of $B$. Let $\delta < |radius(N') - radius(N")| < radius(N")$. Then there is a $z \in B$ such that $d_2(y,z) < \delta$ so $(v,z) \in A \times B$ and $v \in N'(x)$ and $z \in N"(y)$ so $(x,z) \in N$. So $(x,y)$ is a limit point of $A \times B$.
So $(x,y) \in \partial(A\times B)$ and $\partial A \times \overline B \subset \partial(A\times B)$.
Similaraly $\overline A \times \partial B \subset \partial(A\times B)$. So $\partial A \times \overline B \cup \partial A \times \overline B \subset \partial(A\times B)$.
That's half of it...