1. It's is definately possible that the blog/site owners are not approving your links. I quit blog commenting a looooonnnggg time ago. its just not worth the time and effort you put into it for the reward you receive.
2. What you really need to do is purchase permanent blog links from $5-$15 per blog review. Go to DP (digitalpoint), sitepoint, and any other large websmaster community and post that you would like to purchase blog reviews for your certain niche.
You will receive a horde of people responding to your requests. NEVER TAKE THE FIRST OFFER. Most are way overpriced! You need to make sure you bargain with them. Check their Alexa rank, Google Backlinks, and traffic from Compete.com. Then formulate how much you would like to pay.....the most I pay is $15-$20 for 2-3 backlinks on a review. This is for great alexa, backlinks, and traffic.
Next, once you have 4-6 bargains from other sites. Rewrite a few reviews you already have on your site or pay someone $3 to do a 300 word review. Get around 4-6 of these done. Now you have the reviews complete, which are unique and will definately get indexed and the people who are going to post them.
NOTE: Make sure that each review is posted on a different site/IP. You can check the IP by going to Who.is.
Send the website owners the reviews along with appropriate anchor text for your links (keywords you are trying to rank for) and they should post within 48 hours.
Now you have spent maybe $75-$100 for 5-6 reviews of your products, with 15-20 LEGIT backlinks to your site that will only increase in pagerank and authority. This will be worth TEN fold once you give google time to index these pages and it saves TONS of time.
Send me "thanks" if you find this helpful.