Post-Ilum perhaps, but I'm not sure before that. I mean more in the sense that if Malgus had decided to reform the Empire from the inside as opposed to declaring a new one. Malgus is one of few Sith who shares Marr's ideals.
Would have? I'm pretty sure they heard about each other before Ilum, maybe even met each other on occasion. If they ever spoke, Marr probably called Malgus rash and Malgus accused Marr of being a coward.
That said, what Marr has said about Malgus (if anything I can't recall) it hasn't been very revealing. I don't expect Marr was among the Sith denouncing Malgus for his beliefs and his actions, I expect he agreed with him to an extent.