Fo sho. It's weird as fuck to realize someone you're trying to help out with some problem never replied because they can't see your messages. I was the mod of a sub. I had people message me asking why posts/comments were deleted or still up but not there if they logged out, and I couldn't even find them.
I started asking for screenshots and they were posted on the sub from the user's point of view, but whether they said they were deleted by moderators or seemed like a shadow ban even the sub mods couldn't even see the damn things. There were no restrictions on our end on the users. Reddit admin was just deciding some people should be randomly shadow banned in only some subs. Or only some posts they made.
I tested a new account I made using a VPN and had the same issue. Some comments I made in a few big subs like /r/law showed up for all accounts and logged out, but some only showed up when looking as that user. Seemingly random selective shadow banning of only some comments that had to be being done by AI.