I would recommend to use at max one (better none) <h1> (or in markdown #) per post, because the tag is meant to mark the (most important/relevant) heading of the article. I know that many people here on Steem don't know about this, so maybe we should talk more about these things...
Search engines like google say that people can use as many h1 tags as they wish to, but I'm pretty sure (from a bot perspective) that it has an impact on SEO. Nearly all high ranking pages contain exactly one h1 tag.
Since most frontends already display the post title in a h1 tag, there is no need to use h1 in a post at all. So, to sum it up: Best for SEO would be to never use it in a post, I think.
Less of the ###
I'm not sure, if you mean this, but the converted output of a post is always in HTML format, so it does not matter, if we use markdown in our posts. The spiders only see the HTML ;)