We are also having a similar issue. A teacher graded her class and was careful to hit the save button on each grading pop-up window. She had entered a lot of comments. Then she did the same with the other 40% of the class.
For her, the grades posted but the comments were lost.
The assignment is setup for inline comments, and she has quick-grading on (so she hits "grade" or "update" to open a pop-up for each one.
I've tried to replicate it but could not. However, I was grading a few weeks back and had the same issue happen once. I thought I had possibly lost internet connection.
My guess is that this is something pop-up/browser related. Beyond that, I have no clue and would appreciate some help.
Thanks,
Aaron Johnson