Babesia definitely can exist in the bone marrow.
"Because of pancyt
openia (Table), a bone marrow biopsy was performed and showed intraerythrocytic ring forms with tetrads. Parasitemia level for a peripheral blood smear was 1.4%. A PCR result for B. microti was positive."
wwwnc.cdc.gov/eid/article/19/7/12-1593_article