Comment Notification on Email, but not saved on site?

Lately, I’ve been receiving notifications that comments have been left on a site, but when I go look after it to answer back, the message is gone.

Don’t know if it is not saved properly, but it is not sent to the spam section, not pending approval section.

I tried sending a couple comments and were sent properly.

Could this be a bug? Or guests can delete their own comments? Don’t think there is such option, o maybe there is?

Thanks for any reply