Please give Lemmy some more time to develop. Until the Reddit API announcements this week, it only had 2 hobbyist developers contributing to it at a slow rate because of its small userbase.

Content can appear slightly different between instances because of how posts are retrieved with federation. In the threads you linked, it's likely that the older comment doesn't appear on beehaw.org because it was posted before beehaw.org federated with lemmy.pineapplemachine.com. Comments that were posted before two instances federate with each other are not synced between the instances. This prevents small instances federating with big ones like lemmy.ml from being bombarded by thousands of comment requests.

The problem with links to remote communities not converting to links on the home server and the confusing federation process are also being worked on, but again, Lemmy (and Kbin)'s contributors are a few unpaid developers. They can't be expected to push production-quality Reddit features instantly.