How to copy an image from screenshot's markup?
It appears you can just hit cmdc while in the Markup editor and it copies it to your clipboard!
So summary of steps:

cmdshift5
Move the little capture box around, resize as desired, then hit return
Click the little preview image in the bottom right of your screen
Mark up the image as desired
Click somewhere, in a non-marked up area, to unselect any markups currently selected
cmdc
Hit the trash can icon to make it go away, without saving
cmdv it somewhere to paste it.

I used these steps just now to paste this image:

I am on Mojave/10.14. I came here looking for the same thing. I happened to find this comment on Reddit that suggested this.