Backslashes in code blocks consumed on every save when using Markdown

That’s indeed a known issue, but we hadn’t found a proper solution to fix the issue yet:
https://github.com/Automattic/jetpack/issues/1673

We’ll test the solution proposed in the thread you linked to, and add the fix in the Jetpack update if it works. You can follow our progress here:
https://github.com/Automattic/jetpack/pull/2181

Thanks for letting me know about this thread!