Here if anyone else needs this.
<ControlTemplate TargetType="ToggleButton">
<Image Name="ExpanderImage" Height="24" Width="24" Source="..\Images\Icons\32x32\Blue\Open.png" />
<ControlTemplate.Triggers>
<Trigger Property="IsChecked" Value="True">
<Setter TargetName="ExpanderImage" Property="Source" Value="..\Images\Icons\32x32\Blue\Close.png" />
</Trigger>
<DataTrigger Binding="{Binding Path=IsSelected, RelativeSource={RelativeSource TemplatedParent}}" Value="True">
<Setter TargetName="ExpanderImage" Property="Source" Value="..\Images\Icons\32x32\Green\Open.png" />
</DataTrigger>
<MultiDataTrigger>
<MultiDataTrigger.Conditions>
<Condition Binding="{Binding Path=IsChecked, RelativeSource={RelativeSource Self}}" Value="True" />
<Condition Binding="{Binding Path=IsSelected, RelativeSource={RelativeSource TemplatedParent}}" Value="True" />
</MultiDataTrigger.Conditions>
<Setter TargetName="ExpanderImage" Property="Source" Value="..\Images\Icons\32x32\Green\Close.png" />
</MultiDataTrigger>
</ControlTemplate.Triggers>
</ControlTemplate>