Someone didn’t get a DM
First check Activity: it shows what happened with each comment and why.
- "no keyword match": the word wasn’t (exactly) in it. Capitals and emoji don’t matter, but a different word does. Test it in the keyword editor with "Try a comment".
- "DM not possible": the person has turned off message requests from people they don’t know. There’s nothing we can do about that.
- "own account": you commented yourself; your own account doesn’t get a DM. Test with a second account.
- "reply to a reply": by default we only respond to direct comments. You can change this under Settings.
- "not sent: …": your trial or monthly limit has run out, or the connection has expired.
Is the comment not in Activity at all? Then check under Instagram whether the connection is active and click "Check".