Your instance only knows about users, posts, comments and even communities that it's already been "told about". This is how federation works in general on other Fediverse softwares too, but specifically on Lemmy it means someone from your instance needs to be subscribed to a community in order for new posts / comments to federate.
It's likely the user in question posts a lot in communities that aren't (or at least weren't at the time) federated with your instance.
If there is a post or comment you want to respond to but it's not showing up on your instance you can paste the URL into your search and wait a bit and it should pop up (after a few moments of saying "no results", I know, very slick)
Can't help you with the second part as I'm on mobile and not feeling well so my brain won't parse the URLs, but hopefully someone else can assist ๐