My Word (DOCX) export shows stray asterisks, backslashes or lost bold and italic, while the Page preview looks right. Why?

This was a bug, fixed in version 1.9.8. The Page preview, the PDF and the EPUB use a full Markdown engine, but earlier versions of the Word export used a simpler one of their own that could not handle bold and italic nested inside each other, printed backslashes that are meant to be invisible (for example "\*" to show a literal asterisk), and turned a scene break (three asterisks on a line) into three literal asterisks. Since 1.9.8 the Word export uses the same engine as the preview: what you see in the Page preview is what lands in the DOCX. Nothing in your manuscript needs to change; export again after updating.