I'm late getting to this, but I would say it depends partly on which CMS you're talking about. I almost always compose directly in Known, and almost never compose directly in either WP or my main site, which runs on Grav. For WP sites, I usually use MarsEdit, which has just shipped version 4 and which is really good and Mac only. For Grav, I tend to compose in Byword and proofread in Marked2.
I was thinking of longer-form posts to WP when I asked the question.
Mac seems to better served than Windows for this sort of thing (as it is for most things creative!). There's a few Windows ones but they don't seem to be as well supported, e.g. BlogDesk which hasn't been updated since 2009.
Have just found a WP plugin called DocxPresso, so I might try that with LibreOffice Writer. I'm familiar with Writer so that's worth a try.
Rob Fairhead, Dec 10 2017 on stream.raretrack.uk