I have noticed a behaviour that may or may not be a Markdown bug. It is a discrepancy between the preview and the rendered result, which is why I would need to post a question to check it out.
Is there an official place to do that?
The formatting sandbox does not really fit as it can only accept answers, not questions.
So, such thing as "questions sandbox" is not really possible since what you really ask for is a sandbox site, which does not exist.
If you really must test posting a question just do it, make sure to make it clear it's just a test (do NOT post stuff like "sjksjdidjs") and delete it asap right after posting it to minimize the noise.
I was unable to make my own answer sandbox under Formatting Sandbox, since I see no answer button:
Found out that the reason was that my 100 reputation points given for association does not count for getting access to answering the protected Formatting Sandbox, so even through my account said 101 reputation points, and I have > 1 K reputation points on Stack Overflow, I was unable to make a sandbox through my own answer to Formatting Sandbox.
After posting this answer I got enough upvotes (thanks :-) so the "Answer This Question" button now appears:
So the method suggested below is not recommended, since it is hijacking a random question for this purpose, which was also pointed out is not the right way to do it.
Originally I created an answer here, and then deleted it right after. Even through it is deleted I am still able to edit and then see the formatting. So this "sandbox" doesn't even annoy other with my jottings.
Why not try it on your question and then change it back when you are done? Can you not edit your own question?
If it works, maybe you could describe it and change this to a bug.