Sure, I am able to replicate the issue you are describing. I am not sure why the bold and links are not copy/pasting properly as they usually do - but do know that hierarchical lists are handled differently enough in markdown that you will be better off just writing them directly in markdown. You will not be able to do mixed styling eg I for level 1, A for level 2, 1 for level 3. Levels are created using spacing, e.g.
To get this:
- item one
- item 2
- item 3
- item 2
use this markdown:
1. item one
1. item 2
1. item 3
A nicer way to create nicely organized content is using headings - that way you can also use DiscoTOC to display a lovely table of contents.
To get this:
1. item one
A. item 2
1. item 3
use this markdown:
# 1. item one
## A. item 2
### 1. item 3