Hello Olof, I am an HP Support Engineer. I am speaking for myself and not for HP but I believe that I can assist you.
Firstly, I am glad you were able to install the Full Solution Software and successfully print. That said, the HP Color LaserJet 2605 Printer series does support PCL 6 and Postscript for Plug-and-Play starting with the Universal Print Driver (UPD) starting at v4.5.0. Not sure why the driver installation failed, without the complete Windows error message or associated Windows log files we couldn’t do much more than that - however, given the fact you can now print with the full solution option sounds like you’re back in the printing business unless you had a very specific need to install the HP UPD.
As for your color printing related issue, it sounds like you have proved cartridge functionality by swapping the Magenta Cartridge between the CM1015 and the CLJ 2605. If I am to understand you correctly, you have tried two different Magenta Cartridges in the CLJ 2605 with similar results - low Magenta reporting and a lack of Magenta toner on the printed page? If this is the case, you may want to contact HP or an Authorized HP Repair Technician (business) to investigate further.