Use raw HTML comments.
Standard Markdown has no comment specific syntax.The [//]:(SOME_COMMENT)
syntax is nonstandard and not supported by most implementations (I've never known an implementation to use it that doesn't heavily modify the standard syntax).
As the rules state:
Markdown is not a replacement for HTML, or even close to it. Its syntax is very small, corresponding only to a very small subset of HTML tags. The idea is not to create a syntax that makes it easier to insert HTML tags. In my opinion, HTML tags are already easy to insert. The idea for Markdown is to make it easy to read, write, and edit prose. HTML is a publishing format; Markdown is a writing format. Thus, Markdown’s formatting syntax only addresses issues that can be conveyed in plain text.
For any markup that is not covered by Markdown’s syntax, you simply use HTML itself. There’s no need to preface it or delimit it to indicate that you’re switching from Markdown to HTML; you just use the tags.
Therefore, a simple raw HTM comment wil do the trick:
<!-- SOME_COMMENT -->
<!--
A multiline comment.
-->
Note the philosophy behind the design in the quote from the rules above: "HTML is a publishing format; Markdown is a writing format." When you understand that, then those heavily modified implementations seem like something other than Markdown and you develop a different set of expectations about what Markdown is and what it can do. It is simple and feature-light by design.