I moved to self hosting about 2 months ago. I am running a giveaway using rafflecopter right now... one of the entries is to leave a blog comment. I realized I was getting entries, but no comments. Then I realized I had no received a comment since switching to self hosting. I retrieved a handful from spam... but am still not getting all of them. No notification or record of them anywhere even though people have said they have commented.
I have JetPack comments enabled. I've tried comment luv and had the same troubles.