Filters find the match and replace it with some other text. Normally used to remove things like, Sent from my iPhone, or other cruft. If using a regex here and you wanted to get multiple lines you would have to use lazy matches and Modifiers You can practice/test using the site https://regex101.com
1) I'm not sure what you are asking. I don't think the system sends a notifications if you are the poster of a message in a thread you are watching. So if you do a reply by email to a thread you are watching, the system will not send you back the message you just sent.
2) If you are not seeing the text, then in notifications you do not have send the body of the message selected. (per user setting)
3) Basic markdown support is available for email posting on 1.1 but not for "on line" posts. 2.0 added basic markdown support for "on line" posts. Some examples
> quote this --> must be at start of a line
--- for a hr/rule --> must be start of line
And the last one supported is
`` place your inline code between tic makrsfor code tags these can occur anywhere you like