a) Yes, I obviously did not select the Markdown lexer.

I am so used to .txt being connected with Markdown in another editor. (In the mean time I have learned about various possibilities of assigning lexer to file extensions (and projects) in SynWrite too.
b) Thank you, {SynDir} does it. I have in the meantime also seen the other available macros.
c) I must have had a really bad luck and constantly tried already used shortcut keys. Sorry!

It is working as supposed in the end. (Maybe a small shortcut collision dialogue could improve such situations. Also, it could be that I forgot to click on the Assign button a few times.)
I apologize again. Thank you for your help and a remarkable editor.