There is one user from another instance that I have Blocked, but their comments still show up in posts. I have tried unblocking and blocking them again, and their posts are hidden on their profile when blocked. Examples below are seeing their comment, clicking on their name, and seeing that they are already blocked. This is the only user where this is the case, and I’ve blocked their name and instance (not lemmy.world) but can provide it on request.
When I did a search by user in settings after MrKaplan’s reply I saw they were listed twice with the same instance/name. Added the second one too and now there are two Blocked entries and all comments blocked.