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?
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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.
It's not publicly accessible, but if you have Stack Overflow for Teams and your team is OK with posting test questions, you could use that. Of course, if your investigation does reveal a question-only Markdown renderer bug, you'll need to post it here anyway, but your experiments won't annoy other Meta Stack Exchange users.
This will not work to test out Winter Bash hats, as Winter Bash is disabled in internal Teams sites for privacy reasons.