Like many other DEVONthink users, I have started to feel regret that MarkDown is not natively supported.
Now, a piece of good news is that, as long as you edit a plain-text document in DT, you are, in effect, editing a potential MarkDown document.
In the past, it was possible to open a DT document in an application such as the excellent Marked.app. But it is not any longer. I totally understand the author’s argument: as a pure viewer, it feels wrong for an application to register as an editor.

So, here is my solution:

Create a short script

tell application id "com.devon-technologies.thinkpro2"
	set docInfo to the content record
	set docPath to get the path of docInfo
	tell application "Marked"
		activate
		open docPath
	end tell
end tell

Save this script as /Application\ Support/DEVONthink\ Pro\ 2/Scripts/DTInMarkdown.scpt
Note: your actual DEVONthink folder name may differ based on which version you are using.

In DT, select Script menu (icon)Update Scripts Menu: you should now see your new script.

From the System Menu, open System Preferences… then:
KeyboardKeyboard ShortcutsApplication Shortcuts

Create a new entry for DEVONthink Pro (or DEVONthink Pro Office); enter Menu Title: DTInMarkdown and enter a keyboard shortcut. I personally use Cmd+Shift+Return.

Now, next time you are editing a plain text/MarkDown document in DT, that keyboard shortcut should open the document in Marked.app for instant preview. Note that the preview is updated every time you save your document.