U+2424 SYMBOL FOR NEWLINE produces actual newline in combination with other text
The character  (U+2424 SYMBOL FOR NEWLINE) produces a line break (<br>
), unless when it’s the only non-whitespace character in the message. However, this appears to happen after Markdown processing; you can briefly see the original text before the  changes into a line break.
The characters ⏎ (U+23CE RETURN SYMBOL), ␍ (U+240D SYMBOL FOR CARRIAGE RETURN) and ␊ (U+240A SYMBOL FOR LINE FEED) have no such effect.