Spaces are not allowed in URLs, they are supposed to be URL-encoded. Commas should be URL-encoded as well. How did you obtain a URL with embedded commas and spaces?
Both commas and underscores (which I think is the problematic character here) are perfectly fine in URLs. The comma is a reserved character so may be percent escaped to avoid it being interpreted in a reserved manner by the server, but the client shouldn’t care either way.
In this case it looks like the markdown parser is looking too deep into the tag…