There are a couple of issues:
1. The <markup> element is unnecessary. It has very limited uses for very specific cases where you want to pass something through unmodified (i.e. literal HTML). It should never contain other MAML elements and should be avoided unless absolutely
2. The <code> element is a block level element and shouldn't be nested within a paragraph. Sandcastle won't complain but it might not render as you want it to.
So, to fix it, it should look like this:
<code language="sql" source="CreateAssembly.sql" title="Create Assembly" />
<para>Other info here if needed</para>