Currently it’s impossible to add a callout between the ordered list items, like in numbered steps in a KB article.
The callout can be placed above, between or below a paragraph, but if inserted between ordered list items, it’s placed at the very bottom below the last item instead.
This is quite unfortunate.
See https://community.hubspot.com/t5/Knowledge-Base-Tool/Inserting-callouts-between-steps-in-knowledge-base/m-p/668051#M837 for reference.