No, that's currently not possible, the whole clipboard module in Editorial currently only supports plain text (and images, via Python). This might change in the future, but right now, there's no way to achieve this within Editorial (i.e. without using another app like Workflow).
I haven't quite figured out yet, why this doesn't work properly in MultiMarkdown mode, but it will definitely be fixed in the next update when not using MMD (the "regular" Markdown conversion in Editorial also supports quite a few MMD-like extensions, so this might be an option if I can't get this to work...)
> It's not possible to write Python scripts in Editorial's editor.
It is now.
It seemed like an interesting problem so I created two workflows: Save as Python... and Edit Python... to assist in the creation and editing of Python files that you can import your own Python scripts into your Editorial workflows.