I do not know for sure, but wonder if your comments are being held as spam for that blog. I had that happen to my comments. I had commented fine on a blog, but then suddenly I no longer saw my comments on the My Comments page from the Dashboard, nor was I getting any notifications for replies. My friend received so many spam comments, that she doesn't try to find real ones in there.
What I did to get around this, was when I filled out the form, I logged out of wordpress, typed my same user name, but used a different email address, even put in my blog address and it's been fine since. (This will only work, if the blog owner does not require the commenter to be a registered user.) I just have to remember to log out of wordpress. It isn't the best solution and I never receive notifications of replies, but it gets my comments on there.
I hope this helps, if not, maybe someone else has another suggestion. :)