Thanks @IvCHo the borders are now better, but I started compton from mate-tweak. The solution given by webupd8.org actually worked fine
mkdir -p ~/.config/gtk-3.0
pluma ~/.config/gtk-3.0/gtk.css
then add the following:
.window-frame {
box-shadow: none;
margin: 1px;
}
Result:
The huge shadows are gone 