I don’t know if this is one bug or two, but here are the steps to reproduce them. I’ve had to do it here instead of in try.discourse.org because filtered replies are not enabled there.
Yes, this looks one and the same bug. It’s a considerable edge case, it is quite rare to link to replies like in the example, but I will add this to my todo list.
I used a link to make the example reproducible, but this was actually reported by a user who was seeing a filtered reply and received a mention on the same topic. When they clicked on the notification, they got the behavior I reported