The webmentions have been going into my spam folder. I found the same a while back when I started using sempress and bridgy. Twitter 'webmentions' ended up in spam. That seems to stop after a while. Since I've been on micro.blog I've had a few non twitter webmentions which are mostly going into spam. Luckily you can filter webmentions in the gui.
Now I need to figure out how to comment here and elsewhere via my own blog/webmention.