I've tried to post a comment a few times on Jeremy's answer to Can you please clarify your migration algorithm/policy?
It seemingly posted correctly, i.e. the UI displayed it properly as a comment on his answer, yet refreshing the browser revealed that it had disappeared.
Besides not being able to comment in the first place, it is obviously fairly nasty to not even indicate this in anyway, thereby misleading users and possibly even generating the impression on return that content has been deleted after the fact.
I have been able to submit permanent comments on other content (e.g. on How can I watch a tag?), so this seems to be an edge case, albeit a highly critical one?