I'm so sorry about Max. Border collies are famous (or infamous, depending on your point of view) for being very high-maintenance dogs. They're extremely intelligent, and have unbelieveable amounts of energy. As a result, they need a LOT of exercise. Also, a LOT of training, to keep their minds occupied. If they don't get the physical or menal stimulation they need, the unfortunately can become destructive, or possibly get other behavioral issues.
Give Max more exercise. A walk will not tire out a Border Collie. Find a large fenced area where he can run amok at full speed. Throw a ball for him in the backyard until your arm feels like it's going to fall off. And do this more than once a day. Also, train him. Teach him tricks, do agility, obedience, whatever. Just make sure he tires himself mentally.
Remember, a tired dog is a good dog.