If you use <dccLink href="..." children="some *styled* text" /> inside your dcc.Markdown in order to get high-performance links, currently this children prop won't interpret markdown. It also doesn't seem as though
<dccLink href="...">children</dccLink>
works at all, although it seems like it should. If it did, that might have been a workaround, ie:
<dccLink href="...">some *styled* text</dccLink>
or perhaps
<dccLink href="..."><dccMarkdown children="some *styled* text"/></dccLink>
related: https://github.com/plotly/ddk-dash-docs/pull/671#issuecomment-1071121251