Including HTML in Markdown

Question

Assuming I am in control of the parsing environment and I'm certain it is only to be converted to HTML (and not any of the many other formats possible); is it ok to embed some HTML within one's Markdown, in order to side-step around a bug?
Could there be any basic sideffects I (as a newbie) couldn't predict but should be aware of?

Non-conventional Markdown example:
_"<strong>This</strong> is an example sentence."_ -**OP**
Which outputs valid HTML:
<em>"<strong>This</strong> is an example sentence."</em> -<strong>OP</strong>
Resulting in successful content:

"This is an example sentence." -OP

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Background (don't have to read):

I noticed that if I include HTML in my Markdown, it appears to get skipped during the conversion, resulting in it being seamlessly incorporated in the output HTML.
This appears to be a good thing, at least in my case (Using Hugo to build a website with a template theme) where the Markdown wasn't producing the correct result (leaving a pair of unwanted *s in the HTML: should have been *italic* but asterisks showing).
For those wondering - yes, I confirmed my Markdown was correct using other parsers that handled it fine.

Note: the examples here are simplifications of my specific case

Answer 1

Not only is it okay to do, but it is encouraged. As the rules state:

For any markup that is not covered by Markdown’s syntax, you simply use HTML itself. There’s no need to preface it or delimit it to indicate that you’re switching from Markdown to HTML; you just use the tags.

And later:

If you want, you can even use HTML tags instead of Markdown formatting; e.g. if you’d prefer to use HTML <a> or <img> tags instead of Markdown’s link or image syntax, go right ahead.

Of course, there are a few things to take into consideration. For example block level tags must be at the document root level (cannot be nested inside blockquotes, lists, etc) and content inside them does not get parsed as Markdown. However, inline tags can be placed anywhere and do not restrict Markdown parsing.

Answer 2

For people using Markdown in highly modular or user-flexible environments (probably slightly more advanced readers):
One should note that although Markdown is most commonly converted to HTML, it can also be used with other formats^[1].
For this reason I think it's important to confirm that if you (as a publisher of content) are not the one who determines what the Markdown will be parsed with, or how it is converted it may be 'safer' to not embed HTML in it.

^[1] as stated in the Markdown Wikipedia page.