I've run the example you pointed me: I can't post you the images, but I can describe you that the header has been imported without the borders. The two images and the "header" word looks the same, but the underneath table is not formatted as the source (no borders at all).
The margins of the generated document are the same as the source, but I think it's because it's some kind a "default" border size of phpdocx library? The example I described in my previous post had the same resulting margin size than this one, so I'm supposing phpdocx library is using its own margin size with no care of the original one?
Pls note, I'm using MS Word 2010.