Not sure exactly what you’re seeing but this comment came through just fine on my instance, lemmi.social.

However this does seem to be one of the current known issues/limitations with Lemmy, comments not always mirroring out to all the instances. I see comments all the time that appear to be replying to nobody, for some reason the parent comment doesn’t always make it to my instance.

It’s definitely more often than just the occasional case of somebody deleting a comment.