This is a common issue that everybody deals with right now on Lemmy, due to federation requests being dropped instead of restarted. Hopefully, future versions of Lemmy will improve this issue.

For now, I find the best way to deal with it is to simply try to not click over to the other instance if you can help it. I just pretend those other comments aren’t there.

Sure, you can copy paste direct links in two tabs, but I don’t think that’s really worth it.