I've run into this exact problem a couple of times and decided to set up a template so that I can write everything in markdown. It currently only works with pandoc 1.19, but I'm going to set it up for 2.0https://github.com/zkamvar/notes-template …
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Can it do figures with captions? That's the thing that caused the most tears.
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Yup! pandoc is pretty versatile https://pandoc.org/MANUAL.html#images …. Example here produced the caption for figure 1 in https://peerj.com/preprints/26670/ …: https://github.com/everhartlab/sclerotinia-review-2017/blame/master/manuscript/review.md#L106-L112/manuscript/review.md#L148-L156 …
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So given I could barely do figures with captions in the WYSIWYG editor without crying, what do they look like after they are turned into .docx?
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I know LaTeX can do captions BTW. The whole reason I'm so against Word is exactly because I only use LaTeX.
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I've a feeling once you put them through and the other person edits them in the .docx (assuming they survive), then when you convert it back to MD or LaTeX and again and again, well... the captions will not survive somewhere along the way. Would love to be proved wrong of course!
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From my experience working with those who want word, the captions turn out just fine. Here's what they look like if I add a longer caption to the README from my repo abovepic.twitter.com/ESxJhpLnWn
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But yeah, some things do get lost in back-translation
pic.twitter.com/jSrlyeQdJZ
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Did you edit the caption in Word and then put it back through to MD?
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Sadly, no. It seems that pandoc doesn't deal well with converting word captions to markdown captions :/
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OK, this is what I thought all along. Thank you so much for actually checking! 
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