I'm not certain of the context, and it sounds like you might not be 100% certain of all of it either, idk.
From what I recall:
- A comment that is deleted is deleted entirely and will not be shown on a user's activity feed.
- Likewise, if a comment is in response to another comment if the first comment is deleted, then the response is also deleted and not be shown on a user's activity feed
- If a comment is on an image and the image is removed, the comment will be visible on the user's activity feed, but clicking the link will get a 404 (this includes for mods). However, if said image is reactivated, then the comments will then properly link.
One idea as to what may have happened was that there was a comment on an image that was hidden that was in response to a user. The image was taken down (still showed on your activity feed but gave a 404). Later, the user you responded to was spambanned (due to being shown to be an alt or something). This removed your comment from the site as well.
That's just a possible guess though.