If you are not using the Yoast SEO plugin, this tutorial isn’t for you. Because the following tutorial will solve the problem if it was caused by the Yoast SEO plugin.
When a user submits a comment to your WordPress post successfully, he or she will see a message: “Your comment is awaiting moderation” and a preview of the comment if you checked “Comment must be manually approved” from the settings.

You may face a problem where the comment awaiting moderation message won’t appear if you use the Yoast SEO plugin. You may say, I can’t see your comment is awaiting moderation in WordPress. What’s the problem?
Well, this isn’t really a problem. This is a Yoast SEO plugin setting you are using.
To solve this problem, go to Yoast SEO > Settings > Advanced > Crawl optimization.
Scroll down to “Advanced: URL cleanup”. Here you have enabled “Remove unregistered URL parameters”. This is causing the issue.
Add two parameters: unapproved
and moderation-hash
to the “Additional URL parameters to allow” field:

Now save the change and purge the cache.
This should solve the problem if it was caused by the Yoast SEO plugin.