Sorry for the late reply. Can you try adding discourseReferrerPolicy: 'no-referrer-when-downgrade' to the DiscourseEmbed object that’s set in the embed code snippet? There is a full example of a code snippet that adds that property here: Embed Discourse comments on another website via Javascript - #353.
If you try that, please let us know if it solves the issue for you.
I think this was resolved here: Embed Discourse comments on another website via Javascript - #365. In that case the problem was a missing www subdomain on the Discourse embeddable host record.
Edit: this issue has now been fixed in the core Discourse code. There is no longer a need to set the discourseReferrerPolicy variable to 'no-referrer-when-downgrade'. Discourse now sets the referrer policy to 'no-referrer-when-downgrade' by default. For details about this, see https://meta.discourse.org/t/embedding-discourse-comments-via-javascript/31963#setting-the-referrer-policy.