Bernie Sanders is not a true socialist because actual socialism does not retain capitalism to the extent that his policies would. He is a social democrat which sounds similar and is not what he calls himself but it is technically what he is.

Ok, Marx didn’t feel pure socialism could exist in open democracy and in open religion

That isn't true (at least the first part). He believed education of the proletariat would inevitably lead to democratic communism, but the problem is the proletariat is also exposed (and to a much greater degree) to deliberate mis-education by the ruling class. See:-

In Marxist theory, a new democratic society will arise through the organised actions of an international working class enfranchising the entire population and freeing up humans to act without being bound by the labour market.[1][2] In such a utopian world there would also be little if any need for a state, the goal of which was to enforce the alienation.[1] Karl Marx and Friedrich Engels stated in The Communist Manifesto and later works that "the first step in the revolution by the working class, is to raise the proletariat to the position of ruling class, to win the battle for democracy"

https://en.wikipedia.org/wiki/DemocracyinMarxism

Can Socialism exist in Democracy?

The United States isn't a Democracy. It's a Constitutional Republic.