though the Lemmy comments were visible to me on Mastodon, the reverse was not true: most of the Mastodon replies were not visible on Lemmy.

Yeah… That’s a common fédération issue. I haven’t properly investigated but a hypothesis might be that the account that commented are on instances not federating with the Lemmy instance.

Here a community for you to do more test : !testfediverse@jlai.lu