Thanks to @shindakun and the clearly written tutorial at Adding Webmentions To micro.blog I believe I’ve now successfully added Webmentions to this blog. 🤞🏼
@bix Yes, I think you're right. If you switch to using another Webmention endpoint, Micro.blog will know about Micro.blog replies but not necessarily external replies (unless they are also sent to Micro.blog, which I think a couple bloggers do).