I can see comments on the panel but not anywhere on the site, why is this?

There are two common reasons for this: 

1. Something the pin was tied to was deleted from the site. Did you or your developer happen to remove a section of your site? This is one of the most common reasons a pin will appear on the left side but not actually on the site. Once something a pin was tied to is removed from the site, the pin will disappear with it. Using Screenshots with the Chrome Extension is a great way to always provide context as to what a pin was referring to before it was removed.
2. Pins that are behind animated or hidden elements won’t immediately appear on your MarkUp. You’ll need to click behind the animation, carousel, hotspot, or whatever layer is causing the pin to not immediately appear. Screenshots with the Chrome Extension also help immensely with locating pins in this situation.