Since your instance is new and small, keep in mind that there is no 'back fill of data', the replication of comments and messages only starts once the first person on your server subscribes/joins to a community on the remote. It does copy over a handful of postings, but no comments.
From that point forward, then there are reliability problems that are widespread, see Github issue: https://github.com/LemmyNet/lemmy/issues/3101