Can you invoke stylizing commands in a .bib-file when using the BiBLaTeX apa package?

Question

This question has been heavily rewritten. That's why some of the comments and answers might be a little bit odd (they were responses to earlier versions of the question).

I'm using the BiBLaTeX apa package in conjunction with a .bib-file (generated by Mendeley) to create references. Now, in one of my titles, I would like some words to be in italics. Is it possible to invoke stylizing commands directly in the .bib-file?

Minimal (non)working example (taken from Lockstep):

\documentclass{article}

\usepackage[style=apa]{biblatex}

\usepackage{filecontents}

\begin{filecontents}{\jobname.bib}
@thesis{A01,
  author = {Author, A.},
  year = {2001},
  title = {This is a thesis title with some \mkbibemph{emphasized words}},
}
@book{B02,
  author = {Buthor, B.},
  year = {2002},
  title = {This is a book title with some \mkbibemph{emphasized words}},
}
\end{filecontents}

\addbibresource{\jobname.bib}

\nocite{*}

\begin{document}

\printbibliography

\end{document}

This just prints the whole title with italics (as specified by the apa style).

Answer 1

If you use commands like \mkbibemph in a .bib file, biblatex should apply the correct formatting. Note, however, that the built-in bibliography styles will by default print the titles of some entry types (e.g. @book) in italics, so \mkbibemph will result in upright text.

\documentclass{article}

\usepackage{biblatex}

\usepackage{filecontents}

\begin{filecontents}{\jobname.bib}
@thesis{A01,
  author = {Author, A.},
  year = {2001},
  title = {This is a thesis title with some \mkbibemph{emphasized words}},
}
@book{B02,
  author = {Buthor, B.},
  year = {2002},
  title = {This is a book title with some \mkbibemph{emphasized words}},
}
\end{filecontents}

\addbibresource{\jobname.bib}

\nocite{*}

\begin{document}

\printbibliography

\end{document}

EDIT: In response to your edited question: Your original example doesn't compile for me, and if I replace

\usepackage[style=apa]{biblatex}

with

\usepackage[american]{babel}
\usepackage[style=apa]{biblatex}
\DeclareLanguageMapping{american}{american-apa}

, \mkbibemph works as expected. (Note that biblatex-apa typesets thesis titles in italics.)

EDIT 2: Also, check the .bib file generated by Mendeley. Maybe Mendeley tries to sanitize your input and goes over the top (i.e., removes \mkbibemph).