I don't think we have evidence of him having a specific and cultivated political ideology that fit a label like "Marxism."

This could be a stretch in your opinion, but the way Einstein describes wishing for central planning in Why Socialism? it's evident to me that he is working off of Marxist ideas, even if we don't consider him to be a "true believer" or anything.

Incidentally, how did Marx borrow from Proudhon?

Less borrow, more influence and shape. Marx was as much influenced by good thought as thought he disagreed with, which he elaborates on in The Poverty of Philosophy, just like he was with Adam Smith.