FYI, you don't need a second account to check, since Lemmy is readable without logging in. All you need to do is navigate to the thread on a different instance. The easiest way to do that is to click on the rainbow federation icon next to the username of comment you replied to.

For example, if I go to your last comment and click the federation icon next next to reev@sh.itjust.works's username, it takes me to their comment on their local instance: https://sh.itjust.works/comment/6737532

As you guessed, your reply does not exist there, because SDF's outgoing federation is busted.