If I recall, the lead actor from Rushmore also discussed tales to the effect that Bill Murray was not nice off camera.
Obviously Wes Anderson got along with him well enough to work with him in another movie.
Bill is a member of Sleep Hallow Country Club in Westchester. I have several friends there who are also members. They all claim he's delightful. The true measure of a person is not how he behaves at work. We are not employed to make friends.