The highlighting in Geany is provided by the lexers in the [Scintilla](https://www.scintilla.org/) project, so you need to report it there to discuss which version(s) of Markdown it supports. If you can, check first how it works in Scite, the reference editor for Scintilla since its version is ahead of Geany, although the release notes suggest not much has changed for the Markdown lexer.
Please put a link to the Scintilla report here.