1. Does the proofreader need to keep the segment delimiting marks?
Yes; what's more, the proofreader needs to be aware of them, since damaging the tags will cause problems upon cleanup.
2. Regardless of Question 1, can I update the Memory from a proof-read doc, with no source text and segment delimiting mark?
No - you will need to get the changes done on a bilingual document. Make sure to accept changes before cleanup if the proofreader works with tracked changes.