Yes with ActivityPub there’s always failed federation. But Lemmy will send the delete request out when you delete your account. Other software or instances might not honour it, but the intent is there.
As opposed to reddit who do not remove comments when an account is deleted, only mark it as a comment from a deleted account.
I’m not against Lemmy’s implementation, but it does require you to collect information you need at the time not assume it will always be there.
No that’s expected, as part of your profile info. But if the original authors delete the comments, then they will also be deleted in your saved items.