Notes & replies can and often do get published to different relays. Primal probably has everything because it's all cached and it only reads from there. The replies probably show up in other clients because they're also present on other people's relays.
phenixfalconer has a bunch of dead relays (and a couple I can't connect to) in their relay lists. The Primal relay might be the only live one he's using, and maybe the primal relay is failing to relay as expected for some reason, as I see the same thing.
