Mmmm. It’s the instance that people are on on that’s doing (or not doing) much of the work there. If you comment on a post, the instance will send 1 copy to me (who’s responsible for federating it out to other Lemmy instances) and 1 copy to Mastodon for the post’s author.

If you reply to a Lemmy comment, it doesn’t send it to Mastodon because it’s not for the author (in much the same way that you don’t get replies to replies in your inbox if you’re the OP of a Lemmy post). For local posts, both Mastodon and Lemmy show the local comment tree, but neither can show every Fediverse interaction because they never hear about them.

Likewise, if you reply to a Mastodon comment, your instance will send it to the comment author, but not the post author, so won’t appear anywhere under their post.

As for Mastodon comments on Lemmy … it depends. I follow some accounts, so when I post them to Lemmy, top-level comments come through automatically (again, though, I never hear about replies to replies). Other content is just stuff I’ve seen and grabbed. I often post the existing replies, but not if they’ve turned Authorized Fetch on, and I don’t typically go back and check for more later.