Hi, glad to have you on board!
Exporting citations from Markdown files to Word in such a way that they still are editable is not, and has never been, possible out of the box.
The reason is the following: To make citations editable in Word, the Zotero plugin creates fields which contain all the necessary information and which can be used to customize the citations if necessary. Pandoc itself does not have a built-in way to generate these fields.
In theory, it would be possible to write code to transform the citeproc syntax from Markdown to such Zotero fields, but I assume that it would be a considerable programming effort to implement that.