You’ve elsewhere concluded that <span> is the best option to style your text, and I don’t disagree with that if those two are your only options. But be warned that other markdown will not be interpreted within any html tags. So if you do something like: <span style="color: #0D61FE">My _italic_ text</span>, that inner italic text would not be formatted.
Sadly, I don’t know of any proper ways to handle this using pure markdown, so you’ll either need to live with this feature, or possible use some plugin which extends markdown to allow for extra styling somehow.