This is a common issue that everybody deals with right now on Lemmy, due to federation requests being dropped instead of restarted. Hopefully, future versions of Lemmy will improve this issue.

For now, I find the best way to deal with it is to simply try to not click over to the other instance if you can help it. I just pretend those other comments aren't there.

Sure, you can copy paste direct links in two tabs, but I don't think that's really worth it.

I think sh.itjust.works may have been defederated from some instances. That could be a reason.

I had something similar happening on mastodon, I could not see posts of a specific account. And someone explained to me that at least one person / account of your instance has to follow it; otherwise the instance would not aggregate the content of this specific account. On mastodon this is sometimes pretty extreme, and plenty of comments, stars, and boosts are missing if you are a member of a smaller instance. Maybe something similar is the problem in this case. Furthermore, I guess some instances just need a bit of tune to aggregate the data, which has been produced on a different instance. The federation still has numerous issues.

Either defederation, or just Lemmy being Lemmy.