Thank you all...
I guess things are working, but a "ghost comment" remains.
My dashboard will say I have 3 comments, but only show me 2.
I guess I can just live with it. Adjust my expectations.
Dashboard: "1 comment"
Me: "I have a comment! Woo-hoo!" (Because, really, I am easily flattered.)
I click on "1 comment"
Comment Moderation: "Fooled ya!"
Like so many things in my life... working, but just a half bubble off level.