From Lemmy documentation:
We don’t delete anything from our database, just hide it from users. Deleted or removed Communities/Posts/Comments have a “restore” button.
But don’t take my word for it. Try it out yourself. You can make a comment, delete the comment (your username appears to remain) and then restore its content.
You should open an issue on the github repo. IIRC deleting your own account should purge data, but posts and comments that are removed by mods will be kept in the database to possibly be restored unless they also decide to purge it.