I am not able to get webhook calls when another user post a comment (with mentions) on another/my media.
Just for testing purposes I set up a ngrok server for my webhook
After speaking with the Facebook support, my confusion has been resolved. The problem is that the Webhook for the Instagram product does not work without a verified app review. I had been wondering how to record a screencast with my running solution, without running webhooks... Above all, I had wondered why the webhooks in dev mode worked for the product messenger but not for instagram (or others). Apparently, the app review is not about the technical implementation but rather about checking that the implementation complies with the facebook guidelines. Therefor I want to quote the Facebook support:
Messenger does allow page owners and app admins to receive webhooks for their implementations in devmode and is by design. However, this is not the same for instagram or pages. This is just how the product teams have decided to implement it. For app review, you can show a mock process of the flow, using either the test webhook or your own process. The app review is less about technical implementation steps, but just a way to make sure that your app is going to use the permission in a way that follows our guidelines, so mocking the procedure should be fine. The reviewers understand that you do not receive webhooks in dev mode and should take this into consideration.
Consequently, I will now have to submit an app review and for that I have to imitate the webhook.